BNP Paribas Call 150 TXRH 20.12.2024
/ DE000PC5F750
BNP Paribas Call 150 TXRH 20.12.2.../ DE000PC5F750 /
| 6/14/2024 8:34:26 AM |
Chg.-0.07 |
Bid11:59:59 AM |
Ask11:59:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.76EUR |
-2.47% |
2.70
Bid Size: 2,300 |
2.78
Ask Size: 2,300 |
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: |
5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.39 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
1.97 |
| Time value: |
0.80 |
| Break-even: |
167.40 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.09% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
4.47 |
| Rho: |
0.50 |
Quote data
| Open: |
2.76 |
| High: |
2.76 |
| Low: |
2.76 |
| Previous Close: |
2.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.75% |
| 1 Month |
|
|
+18.97% |
| 3 Months |
|
|
+51.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.83 |
2.43 |
| 1M High / 1M Low: |
2.83 |
2.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
