BNP Paribas Call 160 TXRH 20.09.2024
/ DE000PC5F735
BNP Paribas Call 160 TXRH 20.09.2.../ DE000PC5F735 /
2024-05-16 2:21:09 PM |
Chg.-0.030 |
Bid2:43:27 PM |
Ask2:43:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.450EUR |
-2.03% |
1.440 Bid Size: 2,300 |
1.520 Ask Size: 2,300 |
Texas Roadhouse Inc |
160.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
PC5F73 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Texas Roadhouse Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 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: |
10.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.30 |
Intrinsic value: |
0.78 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
0.78 |
Time value: |
0.73 |
Break-even: |
162.05 |
Moneyness: |
1.05 |
Premium: |
0.05 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.03 |
Spread %: |
2.03% |
Delta: |
0.69 |
Theta: |
-0.04 |
Omega: |
7.05 |
Rho: |
0.32 |
Quote data
Open: |
1.470 |
High: |
1.490 |
Low: |
1.450 |
Previous Close: |
1.480 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.07% |
1 Month |
|
|
+85.90% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.480 |
1.310 |
1M High / 1M Low: |
1.490 |
0.740 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.412 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.141 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
170.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |