BNP Paribas Call 120 TXRH 20.12.2024
/ DE000PN7E525
BNP Paribas Call 120 TXRH 20.12.2.../ DE000PN7E525 /
| 2024-06-05 8:34:33 AM |
Chg.+0.03 |
Bid12:33:16 PM |
Ask12:33:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.85EUR |
+0.62% |
4.89
Bid Size: 1,900 |
-
Ask Size: - |
Texas Roadhouse Inc |
120.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN7E52 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Texas Roadhouse Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.72 |
| Intrinsic value: |
4.50 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
4.50 |
| Time value: |
0.32 |
| Break-even: |
158.48 |
| Moneyness: |
1.41 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
3.04 |
| Rho: |
0.53 |
Quote data
| Open: |
4.85 |
| High: |
4.85 |
| Low: |
4.85 |
| Previous Close: |
4.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.90% |
| 1 Month |
|
|
+18.58% |
| 3 Months |
|
|
+47.42% |
| YTD |
|
|
+229.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.19 |
4.75 |
| 1M High / 1M Low: |
5.19 |
4.47 |
| 6M High / 6M Low: |
5.19 |
1.02 |
| High (YTD): |
2024-06-03 |
5.19 |
| Low (YTD): |
2024-01-12 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.86% |
| Volatility 6M: |
|
93.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
