BNP Paribas Call 160 TXRH 21.06.2024
/ DE000PC5F719
BNP Paribas Call 160 TXRH 21.06.2.../ DE000PC5F719 /
| 2024-05-16 8:34:32 AM |
Chg.+0.020 |
Bid11:51:36 AM |
Ask11:51:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+2.17% |
0.950
Bid Size: 3,158 |
1.030
Ask Size: 2,913 |
Texas Roadhouse Inc |
160.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC5F71 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Texas Roadhouse Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
0.78 |
| Time value: |
0.20 |
| Break-even: |
156.75 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
3.16% |
| Delta: |
0.79 |
| Theta: |
-0.06 |
| Omega: |
12.40 |
| Rho: |
0.11 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.08% |
| 1 Month |
|
|
+154.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.750 |
| 1M High / 1M Low: |
0.970 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
