BNP Paribas Call 130 TXRH 20.09.2024
/ DE000PN7C3R4
BNP Paribas Call 130 TXRH 20.09.2.../ DE000PN7C3R4 /
| 2024-05-16 8:24:37 AM |
Chg.+0.03 |
Bid10:37:33 AM |
Ask10:37:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.77EUR |
+0.80% |
3.80
Bid Size: 2,000 |
-
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: |
3.77 |
| High: |
3.77 |
| Low: |
3.77 |
| Previous Close: |
3.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.50% |
| 1 Month |
|
|
+63.20% |
| 3 Months |
|
|
+94.33% |
| YTD |
|
|
+371.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.74 |
3.54 |
| 1M High / 1M Low: |
3.77 |
2.31 |
| 6M High / 6M Low: |
3.77 |
0.38 |
| High (YTD): |
2024-05-07 |
3.77 |
| Low (YTD): |
2024-01-12 |
0.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.92% |
| Volatility 6M: |
|
131.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
