BNP Paribas Put 140 TSM 20.06.2025
/ DE000PC26DW2
BNP Paribas Put 140 TSM 20.06.202.../ DE000PC26DW2 /
| 2024-09-25 8:42:53 AM |
Chg.-0.060 |
Bid5:35:04 PM |
Ask5:35:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-8.22% |
0.640
Bid Size: 16,600 |
0.650
Ask Size: 16,600 |
Taiwan Semiconductor... |
140.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
PC26DW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.33 |
| Parity: |
-3.75 |
| Time value: |
0.67 |
| Break-even: |
118.40 |
| Moneyness: |
0.77 |
| Premium: |
0.27 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
-0.17 |
| Theta: |
-0.03 |
| Omega: |
-4.14 |
| Rho: |
-0.25 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.17% |
| 1 Month |
|
|
-31.63% |
| 3 Months |
|
|
-37.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.730 |
| 1M High / 1M Low: |
1.200 |
0.730 |
| 6M High / 6M Low: |
2.270 |
0.700 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.950 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.247 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.47% |
| Volatility 6M: |
|
155.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
