BNP Paribas Put 140 TSM 17.01.2025
/ DE000PC4APB6
BNP Paribas Put 140 TSM 17.01.202.../ DE000PC4APB6 /
| 2024-09-25 8:23:14 AM |
Chg.-0.040 |
Bid5:47:09 PM |
Ask5:47:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-11.76% |
0.290
Bid Size: 30,200 |
0.300
Ask Size: 30,200 |
Taiwan Semiconductor... |
140.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
PC4APB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 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: |
-52.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.33 |
| Parity: |
-3.75 |
| Time value: |
0.31 |
| Break-even: |
122.00 |
| Moneyness: |
0.77 |
| Premium: |
0.25 |
| Premium p.a.: |
1.04 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
-0.13 |
| Theta: |
-0.04 |
| Omega: |
-6.60 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.78% |
| 1 Month |
|
|
-48.28% |
| 3 Months |
|
|
-55.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.340 |
| 1M High / 1M Low: |
0.770 |
0.340 |
| 6M High / 6M Low: |
2.030 |
0.340 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.545 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.888 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.59% |
| Volatility 6M: |
|
225.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
