BNP Paribas Call 140 TXRH 21.06.2024
/ DE000PC5F7Z0
BNP Paribas Call 140 TXRH 21.06.2.../ DE000PC5F7Z0 /
| 2024-05-10 8:33:56 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.54EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Texas Roadhouse Inc |
140.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PC5F7Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Texas Roadhouse Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
1.09 |
| Historic volatility: |
0.20 |
| Parity: |
1.54 |
| Time value: |
1.00 |
| Break-even: |
165.40 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
1.59 |
| Spread abs.: |
-0.04 |
| Spread %: |
-1.55% |
| Delta: |
0.70 |
| Theta: |
-0.32 |
| Omega: |
4.28 |
| Rho: |
0.05 |
Quote data
| Open: |
2.54 |
| High: |
2.54 |
| Low: |
2.54 |
| Previous Close: |
2.41 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+34.39% |
| 3 Months |
|
|
+101.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.65 |
1.79 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
