BNP Paribas Call 150 TER 15.01.20.../  DE000PL38PK7  /

EUWAX
2024-12-23  9:34:06 AM Chg.-0.08 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
2.52EUR -3.08% -
Bid Size: -
-
Ask Size: -
Teradyne Inc 150.00 USD 2027-01-15 Call
 

Master data

WKN: PL38PK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2027-01-15
Issue date: 2024-12-20
Last trading day: 2027-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.71
Leverage: Yes

Calculated values

Fair value: 2.54
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.42
Parity: -1.93
Time value: 2.65
Break-even: 170.70
Moneyness: 0.87
Premium: 0.37
Premium p.a.: 0.16
Spread abs.: 0.05
Spread %: 1.92%
Delta: 0.57
Theta: -0.02
Omega: 2.68
Rho: 0.92
 

Quote data

Open: 2.52
High: 2.52
Low: 2.52
Previous Close: 2.60
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
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:   -