BNP Paribas Put 140 TSM 20.12.2024
/ DE000PC4AN81
BNP Paribas Put 140 TSM 20.12.202.../ DE000PC4AN81 /
| 2024-06-21 9:50:26 PM |
Chg.+0.010 |
Bid9:57:24 PM |
Ask9:57:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+1.75% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
140.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC4AN8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.29 |
| Parity: |
-3.18 |
| Time value: |
0.59 |
| Break-even: |
125.04 |
| Moneyness: |
0.80 |
| Premium: |
0.23 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
-0.18 |
| Theta: |
-0.03 |
| Omega: |
-5.03 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.540 |
| High: |
0.640 |
| Low: |
0.530 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.45% |
| 1 Month |
|
|
-18.31% |
| 3 Months |
|
|
-60.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.440 |
| 1M High / 1M Low: |
0.930 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
