BNP Paribas Call 150 TXRH 20.09.2024
/ DE000PC5F727
BNP Paribas Call 150 TXRH 20.09.2.../ DE000PC5F727 /
| 2024-05-16 8:50:32 AM |
Chg.-0.010 |
Bid9:03:12 AM |
Ask9:03:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.150EUR |
-0.46% |
2.170
Bid Size: 1,383 |
2.260
Ask Size: 1,328 |
Texas Roadhouse Inc |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC5F72 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Texas Roadhouse Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
1.65 |
| Time value: |
0.51 |
| Break-even: |
160.31 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.41% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
5.73 |
| Rho: |
0.36 |
Quote data
| Open: |
2.150 |
| High: |
2.150 |
| Low: |
2.150 |
| Previous Close: |
2.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.91% |
| 1 Month |
|
|
+77.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.160 |
1.960 |
| 1M High / 1M Low: |
2.160 |
1.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.702 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
