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

EUWAX
11/12/2024  8:36:53 AM Chg.-0.37 Bid8:34:28 PM Ask8:34:28 PM Underlying Strike price Expiration date Option type
7.03EUR -5.00% 7.32
Bid Size: 3,200		 -
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: 2.46
Leverage: Yes

Calculated values

Fair value: 7.02
Intrinsic value: 6.98
Implied volatility: 1.32
Historic volatility: 0.22
Parity: 6.98
Time value: 0.42
Break-even: 186.54
Moneyness: 1.62
Premium: 0.02
Premium p.a.: 0.24
Spread abs.: 0.37
Spread %: 5.26%
Delta: 0.91
Theta: -0.17
Omega: 2.25
Rho: 0.10
 

Quote data

Open: 7.03
High: 7.03
Low: 7.03
Previous Close: 7.40
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.44%
1 Month  
+39.21%
3 Months  
+52.16%
YTD  
+378.23%
1 Year  
+949.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.40 6.09
1M High / 1M Low: 7.40 5.20
6M High / 6M Low: 7.40 3.79
High (YTD): 11/11/2024 7.40
Low (YTD): 1/12/2024 1.08
52W High: 11/11/2024 7.40
52W Low: 11/13/2023 0.76
Avg. price 1W:   6.96
Avg. volume 1W:   0.00
Avg. price 1M:   6.24
Avg. volume 1M:   0.00
Avg. price 6M:   5.04
Avg. volume 6M:   0.00
Avg. price 1Y:   3.75
Avg. volume 1Y:   0.00
Volatility 1M:   91.87%
Volatility 6M:   81.79%
Volatility 1Y:   89.42%
Volatility 3Y:   -