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 |
Bid3:33:56 PM |
Ask3:33:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-5.13% |
1.09
Bid Size: 2,753 |
-
Ask Size: - |
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: |
|
- |
