BNP Paribas Call 115 TXRH 20.09.2024
/ DE000PN8ZX67
BNP Paribas Call 115 TXRH 20.09.2.../ DE000PN8ZX67 /
| 5/10/2024 9:00:43 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.99EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Texas Roadhouse Inc |
115.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PN8ZX6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Texas Roadhouse Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
9/28/2023 |
| Last trading day: |
5/13/2024 |
| 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: |
4.99 |
| High: |
4.99 |
| Low: |
4.99 |
| Previous Close: |
4.85 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+14.45% |
| 3 Months |
|
|
+49.40% |
| YTD |
|
|
+224.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.08 |
4.14 |
| 6M High / 6M Low: |
5.08 |
0.96 |
| High (YTD): |
5/7/2024 |
5.08 |
| Low (YTD): |
1/12/2024 |
1.11 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.90% |
| Volatility 6M: |
|
101.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
