BNP Paribas Call 180 TER 18.12.20.../  DE000PL38PD2  /

EUWAX
2024-12-23  9:34:06 AM Chg.-0.06 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
1.69EUR -3.43% -
Bid Size: -
-
Ask Size: -
Teradyne Inc 180.00 USD 2026-12-18 Call
 

Master data

WKN: PL38PD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2026-12-18
Issue date: 2024-12-20
Last trading day: 2026-12-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.06
Leverage: Yes

Calculated values

Fair value: 1.73
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.42
Parity: -4.81
Time value: 1.77
Break-even: 190.74
Moneyness: 0.72
Premium: 0.53
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 1.72%
Delta: 0.44
Theta: -0.02
Omega: 3.09
Rho: 0.73
 

Quote data

Open: 1.69
High: 1.69
Low: 1.69
Previous Close: 1.75
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

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Volatility 1Y:   -
Volatility 3Y:   -