BNP Paribas Call 110 TXRH 20.09.2024
/ DE000PN7C3N3
BNP Paribas Call 110 TXRH 20.09.2.../ DE000PN7C3N3 /
| 10/05/2024 21:50:32 |
Chg.+0.070 |
Bid21:59:31 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.450EUR |
+1.30% |
-
Bid Size: - |
-
Ask Size: - |
Texas Roadhouse Inc |
110.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
PN7C3N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Texas Roadhouse Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
13/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.64 |
| Intrinsic value: |
4.53 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.20 |
| Parity: |
4.53 |
| Time value: |
0.92 |
| Break-even: |
164.50 |
| Moneyness: |
1.41 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.18% |
| Delta: |
0.84 |
| Theta: |
-0.09 |
| Omega: |
2.39 |
| Rho: |
0.22 |
Quote data
| Open: |
5.410 |
| High: |
5.530 |
| Low: |
5.410 |
| Previous Close: |
5.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.21% |
| 3 Months |
|
|
+32.28% |
| YTD |
|
|
+196.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.490 |
5.340 |
| 6M High / 6M Low: |
5.490 |
1.310 |
| High (YTD): |
06/05/2024 |
5.490 |
| Low (YTD): |
12/01/2024 |
1.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.408 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.124 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
23.63% |
| Volatility 6M: |
|
97.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
