BNP Paribas Call 140 TXRH 20.09.2024
/ DE000PC210S7
BNP Paribas Call 140 TXRH 20.09.2.../ DE000PC210S7 /
| 2024-06-19 5:05:23 PM |
Chg.+0.020 |
Bid5:09:02 PM |
Ask5:09:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.090EUR |
+0.65% |
3.090
Bid Size: 971 |
3.150
Ask Size: 953 |
Texas Roadhouse Inc |
140.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC210S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Texas Roadhouse Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.93 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
2.80 |
| Time value: |
0.29 |
| Break-even: |
161.27 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.98% |
| Delta: |
0.89 |
| Theta: |
-0.04 |
| Omega: |
4.54 |
| Rho: |
0.28 |
Quote data
| Open: |
3.080 |
| High: |
3.090 |
| Low: |
3.070 |
| Previous Close: |
3.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.74% |
| 1 Month |
|
|
+1.98% |
| 3 Months |
|
|
+56.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.220 |
2.850 |
| 1M High / 1M Low: |
3.220 |
2.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.004 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
