BNP Paribas Call 112 TSM 20.12.2024
/ DE000PC26DK7
BNP Paribas Call 112 TSM 20.12.20.../ DE000PC26DK7 /
| 20/08/2024 08:41:19 |
Chg.- |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.04EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
112.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PC26DK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
112.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/01/2024 |
| Last trading day: |
21/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.70 |
| Intrinsic value: |
3.55 |
| Implied volatility: |
1.38 |
| Historic volatility: |
0.33 |
| Parity: |
3.55 |
| Time value: |
2.21 |
| Break-even: |
169.60 |
| Moneyness: |
1.32 |
| Premium: |
0.15 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.06 |
| Spread %: |
1.05% |
| Delta: |
0.78 |
| Theta: |
-0.16 |
| Omega: |
1.98 |
| Rho: |
0.16 |
Quote data
| Open: |
6.04 |
| High: |
6.04 |
| Low: |
6.04 |
| Previous Close: |
6.02 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.59% |
| 3 Months |
|
|
+11.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.10 |
5.44 |
| 6M High / 6M Low: |
7.88 |
2.35 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.79% |
| Volatility 6M: |
|
144.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
