BNP Paribas Call 130 TXRH 20.12.2024
/ DE000PN7E533
BNP Paribas Call 130 TXRH 20.12.2.../ DE000PN7E533 /
| 2024-06-05 8:34:33 AM |
Chg.+0.02 |
Bid12:23:56 PM |
Ask12:23:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.02EUR |
+0.50% |
4.09
Bid Size: 2,000 |
-
Ask Size: - |
Texas Roadhouse Inc |
130.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN7E53 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Texas Roadhouse Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.84 |
| Intrinsic value: |
3.58 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
3.58 |
| Time value: |
0.45 |
| Break-even: |
159.77 |
| Moneyness: |
1.30 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
0.75% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
3.45 |
| Rho: |
0.54 |
Quote data
| Open: |
4.02 |
| High: |
4.02 |
| Low: |
4.02 |
| Previous Close: |
4.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.85% |
| 1 Month |
|
|
+21.45% |
| 3 Months |
|
|
+55.21% |
| YTD |
|
|
+298.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.35 |
3.93 |
| 1M High / 1M Low: |
4.35 |
3.67 |
| 6M High / 6M Low: |
4.35 |
0.66 |
| High (YTD): |
2024-06-03 |
4.35 |
| Low (YTD): |
2024-01-12 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.13% |
| Volatility 6M: |
|
109.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
