BNP Paribas Call 130 TXRH 20.09.2024
/ DE000PN7C3R4
BNP Paribas Call 130 TXRH 20.09.2.../ DE000PN7C3R4 /
2024-05-16 4:05:12 PM |
Chg.+0.130 |
Bid4:19:52 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.910EUR |
+3.44% |
3.950 Bid Size: 3,800 |
- Ask Size: - |
Texas Roadhouse Inc |
130.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
PN7C3R |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Texas Roadhouse Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-08-16 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.70 |
Intrinsic value: |
3.53 |
Implied volatility: |
0.32 |
Historic volatility: |
0.20 |
Parity: |
3.53 |
Time value: |
0.25 |
Break-even: |
157.19 |
Moneyness: |
1.30 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.94 |
Theta: |
-0.03 |
Omega: |
3.84 |
Rho: |
0.37 |
Quote data
Open: |
3.770 |
High: |
3.910 |
Low: |
3.710 |
Previous Close: |
3.780 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.01% |
1 Month |
|
|
+57.66% |
3 Months |
|
|
+66.38% |
YTD |
|
|
+401.28% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.780 |
3.540 |
1M High / 1M Low: |
3.780 |
2.380 |
6M High / 6M Low: |
3.780 |
0.370 |
High (YTD): |
2024-05-15 |
3.780 |
Low (YTD): |
2024-01-12 |
0.520 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.676 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.155 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.686 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.61% |
Volatility 6M: |
|
145.25% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |