BNP Paribas Call 140 TXRH 21.06.2024
/ DE000PC5F7Z0
BNP Paribas Call 140 TXRH 21.06.2.../ DE000PC5F7Z0 /
| 5/10/2024 9:50:28 PM |
Chg.+0.070 |
Bid9:59:56 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.570EUR |
+2.80% |
-
Bid Size: - |
-
Ask Size: - |
Texas Roadhouse Inc |
140.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
PC5F7Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Texas Roadhouse Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
2/21/2024 |
| Last trading day: |
5/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.20 |
| Parity: |
1.92 |
| Time value: |
0.65 |
| Break-even: |
165.70 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.77% |
| Delta: |
0.75 |
| Theta: |
-0.29 |
| Omega: |
4.65 |
| Rho: |
0.05 |
Quote data
| Open: |
2.540 |
| High: |
2.660 |
| Low: |
2.540 |
| Previous Close: |
2.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+18.98% |
| 3 Months |
|
|
+87.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.620 |
1.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
