BNP Paribas Call 120 TXRH 20.09.2024
/ DE000PN7C3Q6
BNP Paribas Call 120 TXRH 20.09.2.../ DE000PN7C3Q6 /
| 10/05/2024 13:44:32 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.59EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Texas Roadhouse Inc |
120.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
PN7C3Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Texas Roadhouse Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
13/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.66 |
| Intrinsic value: |
3.53 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.20 |
| Parity: |
3.53 |
| Time value: |
1.03 |
| Break-even: |
165.60 |
| Moneyness: |
1.29 |
| Premium: |
0.07 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.22% |
| Delta: |
0.80 |
| Theta: |
-0.09 |
| Omega: |
2.73 |
| Rho: |
0.23 |
Quote data
| Open: |
4.53 |
| High: |
4.59 |
| Low: |
4.53 |
| Previous Close: |
4.40 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+17.99% |
| 3 Months |
|
|
+49.03% |
| YTD |
|
|
+261.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.64 |
4.28 |
| 6M High / 6M Low: |
4.64 |
0.82 |
| High (YTD): |
07/05/2024 |
4.64 |
| Low (YTD): |
12/01/2024 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.64% |
| Volatility 6M: |
|
111.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
