BNP Paribas Call 108 TSM 20.12.2024
/ DE000PC26DJ9
BNP Paribas Call 108 TSM 20.12.20.../ DE000PC26DJ9 /
| 8/20/2024 9:50:30 PM |
Chg.-0.140 |
Bid9:59:51 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.100EUR |
-2.24% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
108.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
PC26DJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
108.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
1/10/2024 |
| Last trading day: |
8/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.08 |
| Intrinsic value: |
3.95 |
| Implied volatility: |
1.41 |
| Historic volatility: |
0.33 |
| Parity: |
3.95 |
| Time value: |
2.08 |
| Break-even: |
168.30 |
| Moneyness: |
1.37 |
| Premium: |
0.14 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.79 |
| Theta: |
-0.16 |
| Omega: |
1.93 |
| Rho: |
0.16 |
Quote data
| Open: |
6.380 |
| High: |
6.380 |
| Low: |
5.920 |
| Previous Close: |
6.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.72% |
| 3 Months |
|
|
+2.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.330 |
5.780 |
| 6M High / 6M Low: |
8.040 |
2.690 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.126 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.047 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.72% |
| Volatility 6M: |
|
110.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
