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BNP Paribas Call 120 TXRH 20.12.2.../  DE000PN7E525  /

Frankfurt Zert./BNP
11/8/2024  9:50:23 PM Chg.+0.140 Bid9:59:16 PM Ask- Underlying Strike price Expiration date Option type
7.340EUR +1.94% 7.300
Bid Size: 1,600		 -
Ask Size: -		 Texas Roadhouse Inc 120.00 USD 12/20/2024 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: 12/20/2024
Issue date: 8/17/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.55
Leverage: Yes

Calculated values

Fair value: 7.13
Intrinsic value: 7.09
Implied volatility: 0.67
Historic volatility: 0.22
Parity: 7.09
Time value: 0.06
Break-even: 182.66
Moneyness: 1.64
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.02
Omega: 2.52
Rho: 0.13
 

Quote data

Open: 7.150
High: 7.430
Low: 7.080
Previous Close: 7.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+17.07%
1 Month  
+37.97%
3 Months  
+54.85%
YTD  
+406.21%
1 Year  
+1012.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.330 6.040
1M High / 1M Low: 7.330 5.080
6M High / 6M Low: 7.330 3.810
High (YTD): 11/6/2024 7.330
Low (YTD): 1/12/2024 1.090
52W High: 11/6/2024 7.330
52W Low: 11/9/2023 0.640
Avg. price 1W:   6.640
Avg. volume 1W:   0.000
Avg. price 1M:   6.027
Avg. volume 1M:   0.000
Avg. price 6M:   4.998
Avg. volume 6M:   0.000
Avg. price 1Y:   3.690
Avg. volume 1Y:   0.000
Volatility 1M:   80.71%
Volatility 6M:   73.74%
Volatility 1Y:   92.30%
Volatility 3Y:   -