BNP Paribas Put 140 TSM 19.12.2025
/ DE000PC26DX0
BNP Paribas Put 140 TSM 19.12.202.../ DE000PC26DX0 /
2024-09-25 8:42:53 AM |
Chg.-0.06 |
Bid2:44:34 PM |
Ask2:44:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.11EUR |
-5.13% |
1.09 Bid Size: 5,900 |
1.14 Ask Size: 5,900 |
Taiwan Semiconductor... |
140.00 USD |
2025-12-19 |
Put |
Master data
WKN: |
PC26DX |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 USD |
Maturity: |
2025-12-19 |
Issue date: |
2024-01-10 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.33 |
Parity: |
-3.75 |
Time value: |
1.10 |
Break-even: |
114.10 |
Moneyness: |
0.77 |
Premium: |
0.30 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
0.92% |
Delta: |
-0.19 |
Theta: |
-0.02 |
Omega: |
-2.86 |
Rho: |
-0.52 |
Quote data
Open: |
1.11 |
High: |
1.11 |
Low: |
1.11 |
Previous Close: |
1.17 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.57% |
1 Month |
|
|
-20.71% |
3 Months |
|
|
-25.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.38 |
1.17 |
1M High / 1M Low: |
1.64 |
1.17 |
6M High / 6M Low: |
2.54 |
1.09 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.38 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.62 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.26% |
Volatility 6M: |
|
117.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |