BNP Paribas Call 160 TXRH 20.09.2024
/ DE000PC5F735
BNP Paribas Call 160 TXRH 20.09.2.../ DE000PC5F735 /
| 18/06/2024 21:50:31 |
Chg.-0.100 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.550EUR |
-6.06% |
1.550
Bid Size: 2,500 |
1.580
Ask Size: 2,500 |
Texas Roadhouse Inc |
160.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
21/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
1.08 |
| Time value: |
0.61 |
| Break-even: |
165.88 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
1.81% |
| Delta: |
0.72 |
| Theta: |
-0.05 |
| Omega: |
6.81 |
| Rho: |
0.25 |
Quote data
| Open: |
1.650 |
| High: |
1.690 |
| Low: |
1.530 |
| Previous Close: |
1.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.63% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+63.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
1.380 |
| 1M High / 1M Low: |
1.670 |
1.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.515 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
