BNP Paribas Call 115 TXRH 20.09.2024
/ DE000PN8ZX67
BNP Paribas Call 115 TXRH 20.09.2.../ DE000PN8ZX67 /
| 2024-05-10 9:50:38 PM |
Chg.+0.070 |
Bid9:59:38 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.000EUR |
+1.42% |
-
Bid Size: - |
-
Ask Size: - |
Texas Roadhouse Inc |
115.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PN8ZX6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Texas Roadhouse Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.55 |
| Intrinsic value: |
4.42 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.20 |
| Parity: |
4.42 |
| Time value: |
0.57 |
| Break-even: |
164.90 |
| Moneyness: |
1.38 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.40% |
| Delta: |
0.87 |
| Theta: |
-0.06 |
| Omega: |
2.77 |
| Rho: |
0.27 |
Quote data
| Open: |
4.970 |
| High: |
5.090 |
| Low: |
4.970 |
| Previous Close: |
4.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.89% |
| 3 Months |
|
|
+41.64% |
| YTD |
|
|
+226.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.040 |
4.180 |
| 6M High / 6M Low: |
5.040 |
0.960 |
| High (YTD): |
2024-05-06 |
5.040 |
| Low (YTD): |
2024-01-12 |
1.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.782 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.710 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.49% |
| Volatility 6M: |
|
109.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
