BNP Paribas Put 115 TSM 20.12.2024
/ DE000PC26DV4
BNP Paribas Put 115 TSM 20.12.202.../ DE000PC26DV4 /
| 2024-09-25 8:42:54 AM |
Chg.-0.004 |
Bid3:45:34 PM |
Ask3:45:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.073EUR |
-5.19% |
0.071
Bid Size: 40,700 |
0.091
Ask Size: 40,700 |
Taiwan Semiconductor... |
115.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC26DV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-178.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.33 |
| Parity: |
-5.98 |
| Time value: |
0.09 |
| Break-even: |
101.85 |
| Moneyness: |
0.63 |
| Premium: |
0.37 |
| Premium p.a.: |
2.85 |
| Spread abs.: |
0.02 |
| Spread %: |
24.66% |
| Delta: |
-0.04 |
| Theta: |
-0.02 |
| Omega: |
-7.46 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.073 |
| High: |
0.073 |
| Low: |
0.073 |
| Previous Close: |
0.077 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.17% |
| 1 Month |
|
|
-59.44% |
| 3 Months |
|
|
-66.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.077 |
| 1M High / 1M Low: |
0.220 |
0.077 |
| 6M High / 6M Low: |
0.750 |
0.077 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.101 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.292 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.15% |
| Volatility 6M: |
|
248.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
