BNP Paribas Call 150 TXRH 20.09.2024
/ DE000PC5F727
BNP Paribas Call 150 TXRH 20.09.2.../ DE000PC5F727 /
| 05/06/2024 08:33:35 |
Chg.0.00 |
Bid12:06:11 |
Ask12:06:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.14EUR |
0.00% |
2.17
Bid Size: 2,200 |
2.25
Ask Size: 2,200 |
Texas Roadhouse Inc |
150.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
21/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
1.74 |
| Time value: |
0.41 |
| Break-even: |
159.35 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
1.42% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
5.90 |
| Rho: |
0.31 |
Quote data
| Open: |
2.14 |
| High: |
2.14 |
| Low: |
2.14 |
| Previous Close: |
2.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.08% |
| 1 Month |
|
|
+32.92% |
| 3 Months |
|
|
+82.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.47 |
2.08 |
| 1M High / 1M Low: |
2.47 |
1.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
