BNP Paribas Call 17.5 INTC 21.02.2025
/ DE000PL5EA74
BNP Paribas Call 17.5 INTC 21.02..../ DE000PL5EA74 /
| 1/24/2025 9:17:04 AM |
Chg.-0.31 |
Bid6:16:07 PM |
Ask6:16:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.13EUR |
-6.98% |
3.72
Bid Size: 22,000 |
3.73
Ask Size: 22,000 |
Intel Corporation |
17.50 USD |
2/21/2025 |
Call |
Master data
| WKN: |
PL5EA7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.50 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
1/17/2025 |
| Last trading day: |
2/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.01 |
| Intrinsic value: |
3.91 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.49 |
| Parity: |
3.91 |
| Time value: |
0.30 |
| Break-even: |
21.01 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.24% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
4.32 |
| Rho: |
0.01 |
Quote data
| Open: |
4.13 |
| High: |
4.13 |
| Low: |
4.13 |
| Previous Close: |
4.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.90% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.80 |
4.21 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |