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: |
|
- |