BNP Paribas Call 160 TXRH 21.06.2024
/ DE000PC5F719
BNP Paribas Call 160 TXRH 21.06.2.../ DE000PC5F719 /
05/06/2024 08:33:35 |
Chg.+0.010 |
Bid20:24:27 |
Ask20:24:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
+1.12% |
1.100 Bid Size: 2,728 |
1.130 Ask Size: 2,655 |
Texas Roadhouse Inc |
160.00 USD |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
21/02/2024 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.87 |
Intrinsic value: |
0.82 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
0.82 |
Time value: |
0.10 |
Break-even: |
156.24 |
Moneyness: |
1.06 |
Premium: |
0.01 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.03 |
Spread %: |
3.37% |
Delta: |
0.84 |
Theta: |
-0.08 |
Omega: |
14.25 |
Rho: |
0.05 |
Quote data
Open: |
0.900 |
High: |
0.900 |
Low: |
0.900 |
Previous Close: |
0.890 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.05% |
1 Month |
|
|
+52.54% |
3 Months |
|
|
+114.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.240 |
0.810 |
1M High / 1M Low: |
1.240 |
0.740 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.060 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.919 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
316.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |