BNP Paribas Call 160 TXRH 21.06.2024
/ DE000PC5F719
BNP Paribas Call 160 TXRH 21.06.2.../ DE000PC5F719 /
| 6/5/2024 8:33:35 AM |
Chg.+0.010 |
Bid9:45:02 AM |
Ask9:45:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+1.12% |
0.890
Bid Size: 3,371 |
-
Ask Size: - |
Texas Roadhouse Inc |
160.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
2/21/2024 |
| Last trading day: |
6/20/2024 |
| 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: |
|
- |
