BNP Paribas Call 140 TXRH 20.09.2024
/ DE000PC210S7
BNP Paribas Call 140 TXRH 20.09.2.../ DE000PC210S7 /
31/05/2024 21:50:36 |
Chg.+0.010 |
Bid21:59:16 |
Ask21:59:16 |
Underlying |
Strike price |
Expiration date |
Option type |
3.190EUR |
+0.31% |
3.250 Bid Size: 2,000 |
3.280 Ask Size: 2,000 |
Texas Roadhouse Inc |
140.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
05/01/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.15 |
Intrinsic value: |
2.99 |
Implied volatility: |
0.34 |
Historic volatility: |
0.20 |
Parity: |
2.99 |
Time value: |
0.31 |
Break-even: |
162.25 |
Moneyness: |
1.23 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.03 |
Spread %: |
0.92% |
Delta: |
0.90 |
Theta: |
-0.04 |
Omega: |
4.32 |
Rho: |
0.34 |
Quote data
Open: |
3.190 |
High: |
3.310 |
Low: |
3.030 |
Previous Close: |
3.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.25% |
1 Month |
|
|
+29.15% |
3 Months |
|
|
+88.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.190 |
2.970 |
1M High / 1M Low: |
3.190 |
2.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.104 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.879 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
98.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |