BNP Paribas Call 110 TXRH 20.09.2024
/ DE000PN7C3N3
BNP Paribas Call 110 TXRH 20.09.2.../ DE000PN7C3N3 /
| 2024-05-10 1:44:34 PM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.48EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Texas Roadhouse Inc |
110.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PN7C3N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Texas Roadhouse Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.62 |
| Intrinsic value: |
4.47 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.20 |
| Parity: |
4.47 |
| Time value: |
0.98 |
| Break-even: |
164.50 |
| Moneyness: |
1.41 |
| Premium: |
0.06 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.18% |
| Delta: |
0.84 |
| Theta: |
-0.08 |
| Omega: |
2.37 |
| Rho: |
0.26 |
Quote data
| Open: |
5.41 |
| High: |
5.48 |
| Low: |
5.41 |
| Previous Close: |
5.29 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.59% |
| 1 Month |
|
|
+40.51% |
| 3 Months |
|
|
+60.70% |
| YTD |
|
|
+194.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.48 |
5.29 |
| 1M High / 1M Low: |
5.53 |
3.90 |
| 6M High / 6M Low: |
5.53 |
1.06 |
| High (YTD): |
2024-05-07 |
5.53 |
| Low (YTD): |
2024-01-12 |
1.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.28% |
| Volatility 6M: |
|
88.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
