BNP Paribas Call 150 TXRH 17.01.2025
/ DE000PC9T753
BNP Paribas Call 150 TXRH 17.01.2.../ DE000PC9T753 /
| 2024-06-06 7:50:21 PM |
Chg.-0.140 |
Bid8:18:12 PM |
Ask8:18:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.630EUR |
-5.05% |
2.620
Bid Size: 4,800 |
2.650
Ask Size: 4,800 |
Texas Roadhouse Inc |
150.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC9T75 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Texas Roadhouse Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.44 |
| Intrinsic value: |
1.94 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
1.94 |
| Time value: |
0.85 |
| Break-even: |
165.84 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
1.45% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
4.38 |
| Rho: |
0.58 |
Quote data
| Open: |
2.740 |
| High: |
2.780 |
| Low: |
2.630 |
| Previous Close: |
2.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.07% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.800 |
2.590 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
