BNP Paribas Call 150 TXRH 20.12.2024
/ DE000PC5F750
BNP Paribas Call 150 TXRH 20.12.2.../ DE000PC5F750 /
06/06/2024 15:20:14 |
Chg.+0.010 |
Bid06/06/2024 |
Ask06/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.700EUR |
+0.37% |
2.700 Bid Size: 2,300 |
2.780 Ask Size: 2,300 |
Texas Roadhouse Inc |
150.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
21/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.37 |
Intrinsic value: |
1.94 |
Implied volatility: |
0.31 |
Historic volatility: |
0.20 |
Parity: |
1.94 |
Time value: |
0.76 |
Break-even: |
164.94 |
Moneyness: |
1.14 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.03 |
Spread %: |
1.12% |
Delta: |
0.78 |
Theta: |
-0.04 |
Omega: |
4.56 |
Rho: |
0.52 |
Quote data
Open: |
2.660 |
High: |
2.700 |
Low: |
2.660 |
Previous Close: |
2.690 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.74% |
1 Month |
|
|
+7.14% |
3 Months |
|
|
+67.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.720 |
2.500 |
1M High / 1M Low: |
2.740 |
2.320 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.634 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.518 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |