BNP Paribas Call 150 TXRH 20.12.2024
/ DE000PC5F750
BNP Paribas Call 150 TXRH 20.12.2.../ DE000PC5F750 /
| 6/19/2024 9:50:27 AM |
Chg.0.000 |
Bid9:55:07 AM |
Ask9:55:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.660EUR |
0.00% |
2.660
Bid Size: 1,128 |
2.780
Ask Size: 1,080 |
Texas Roadhouse Inc |
150.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC5F75 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Texas Roadhouse Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.42 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
2.01 |
| Time value: |
0.80 |
| Break-even: |
167.77 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.08% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
4.42 |
| Rho: |
0.49 |
Quote data
| Open: |
2.670 |
| High: |
2.680 |
| Low: |
2.660 |
| Previous Close: |
2.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.97% |
| 1 Month |
|
|
+2.31% |
| 3 Months |
|
|
+53.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.770 |
2.460 |
| 1M High / 1M Low: |
2.770 |
2.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.581 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
