BNP Paribas Call 170 TXRH 20.09.2024
/ DE000PC5F743
BNP Paribas Call 170 TXRH 20.09.2.../ DE000PC5F743 /
| 2024-04-29 9:50:26 PM |
Chg.+0.090 |
Bid8:05:10 AM |
Ask8:05:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+13.64% |
0.710
Bid Size: 4,226 |
0.820
Ask Size: 3,659 |
Texas Roadhouse Inc |
170.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC5F74 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Texas Roadhouse Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
-1.17 |
| Time value: |
0.69 |
| Break-even: |
165.68 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.03 |
| Spread %: |
4.55% |
| Delta: |
0.40 |
| Theta: |
-0.04 |
| Omega: |
8.56 |
| Rho: |
0.21 |
Quote data
| Open: |
0.660 |
| High: |
0.760 |
| Low: |
0.660 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.05% |
| 1 Month |
|
|
+31.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.630 |
| 1M High / 1M Low: |
0.750 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
