BNP Paribas Call 140 TER 20.06.20.../  DE000PL38NH8  /

EUWAX
2024-12-23  9:34:06 AM Chg.-0.09 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
1.12EUR -7.44% -
Bid Size: -
-
Ask Size: -
Teradyne Inc 140.00 USD 2025-06-20 Call
 

Master data

WKN: PL38NH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 140.00 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: 10.41
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.42
Parity: -0.97
Time value: 1.20
Break-even: 146.59
Moneyness: 0.93
Premium: 0.17
Premium p.a.: 0.39
Spread abs.: 0.02
Spread %: 1.69%
Delta: 0.48
Theta: -0.05
Omega: 5.01
Rho: 0.23
 

Quote data

Open: 1.12
High: 1.12
Low: 1.12
Previous Close: 1.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

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52W Low: - -
Avg. price 1W:   -
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Volatility 1M:   -
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Volatility 1Y:   -
Volatility 3Y:   -