BNP Paribas Call 120 TSM 20.12.2024
/ DE000PZ1MNL4
BNP Paribas Call 120 TSM 20.12.20.../ DE000PZ1MNL4 /
| 11/15/2024 8:58:19 AM |
Chg.+0.07 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.57EUR |
+1.08% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
120.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PZ1MNL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/20/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.30 |
| Intrinsic value: |
6.27 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.37 |
| Parity: |
6.27 |
| Time value: |
0.08 |
| Break-even: |
177.48 |
| Moneyness: |
1.55 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.06 |
| Spread %: |
-0.94% |
| Delta: |
0.97 |
| Theta: |
-0.05 |
| Omega: |
2.71 |
| Rho: |
0.10 |
Quote data
| Open: |
6.57 |
| High: |
6.57 |
| Low: |
6.57 |
| Previous Close: |
6.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.08% |
| 1 Month |
|
|
-0.45% |
| 3 Months |
|
|
+21.22% |
| YTD |
|
|
+776.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.44 |
6.50 |
| 1M High / 1M Low: |
8.02 |
6.50 |
| 6M High / 6M Low: |
8.02 |
2.79 |
| High (YTD): |
11/8/2024 |
8.02 |
| Low (YTD): |
1/5/2024 |
0.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.43% |
| Volatility 6M: |
|
134.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
