BNP Paribas Put 150 TER 15.01.2027
/ DE000PL38QH1
BNP Paribas Put 150 TER 15.01.202.../ DE000PL38QH1 /
| 2024-12-23 9:55:20 PM |
Chg.-0.100 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.670EUR |
-2.65% |
3.660
Bid Size: 4,500 |
3.710
Ask Size: 4,500 |
Teradyne Inc |
150.00 USD |
2027-01-15 |
Put |
Master data
| WKN: |
PL38QH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| 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: |
-3.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.65 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.42 |
| Parity: |
1.93 |
| Time value: |
1.78 |
| Break-even: |
107.10 |
| Moneyness: |
1.15 |
| Premium: |
0.14 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
1.37% |
| Delta: |
-0.43 |
| Theta: |
-0.01 |
| Omega: |
-1.46 |
| Rho: |
-1.88 |
Quote data
| Open: |
3.760 |
| High: |
3.830 |
| Low: |
3.670 |
| Previous Close: |
3.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
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: |
|
- |
