BNP Paribas Put 130 TSM 17.01.2025
/ DE000PC4AN99
BNP Paribas Put 130 TSM 17.01.202.../ DE000PC4AN99 /
| 2024-09-25 8:23:14 AM |
Chg.-0.020 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-9.09% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
130.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
PC4AN9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-77.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.33 |
| Parity: |
-4.64 |
| Time value: |
0.21 |
| Break-even: |
114.07 |
| Moneyness: |
0.71 |
| Premium: |
0.30 |
| Premium p.a.: |
1.31 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
-0.09 |
| Theta: |
-0.03 |
| Omega: |
-6.74 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.39% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-57.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.220 |
| 1M High / 1M Low: |
0.530 |
0.220 |
| 6M High / 6M Low: |
1.470 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.370 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.621 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.99% |
| Volatility 6M: |
|
229.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
