BNP Paribas Call 180 TER 15.01.20.../  DE000PL38PJ9  /

EUWAX
2024-12-23  9:34:06 AM Chg.-0.06 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
1.74EUR -3.33% -
Bid Size: -
-
Ask Size: -
Teradyne Inc 180.00 USD 2027-01-15 Call
 

Master data

WKN: PL38PJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 180.00 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: 6.75
Leverage: Yes

Calculated values

Fair value: 1.79
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.42
Parity: -4.81
Time value: 1.85
Break-even: 191.54
Moneyness: 0.72
Premium: 0.53
Premium p.a.: 0.23
Spread abs.: 0.05
Spread %: 2.78%
Delta: 0.45
Theta: -0.02
Omega: 3.02
Rho: 0.77
 

Quote data

Open: 1.74
High: 1.74
Low: 1.74
Previous Close: 1.80
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

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Low (YTD): - -
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52W Low: - -
Avg. price 1W:   -
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Avg. price 1Y:   -
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Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -