BNP Paribas Call 110 TER 20.06.2025
/ DE000PL38NL0
BNP Paribas Call 110 TER 20.06.20.../ DE000PL38NL0 /
| 2024-12-27 9:26:58 AM |
Chg.+0.17 |
Bid11:55:06 AM |
Ask11:55:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.72EUR |
+6.67% |
2.73
Bid Size: 11,000 |
2.79
Ask Size: 11,000 |
Teradyne Inc |
110.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PL38NL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-12-20 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.42 |
| Parity: |
2.00 |
| Time value: |
0.70 |
| Break-even: |
132.55 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.75% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
3.63 |
| Rho: |
0.34 |
Quote data
| Open: |
2.72 |
| High: |
2.72 |
| Low: |
2.72 |
| Previous Close: |
2.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.12% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.69 |
2.55 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.62 |
| 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: |
|
- |
