BNP Paribas Call 165 TSM 20.09.2024
/ DE000PC8HQY2
BNP Paribas Call 165 TSM 20.09.20.../ DE000PC8HQY2 /
| 2024-09-06 8:42:42 AM |
Chg.+0.050 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+13.16% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
165.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC8HQY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
58.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.33 |
| Parity: |
-0.74 |
| Time value: |
0.24 |
| Break-even: |
151.25 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
5.53 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
0.31 |
| Theta: |
-0.18 |
| Omega: |
18.12 |
| Rho: |
0.01 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.19% |
| 1 Month |
|
|
-30.65% |
| 3 Months |
|
|
-64.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.300 |
| 1M High / 1M Low: |
1.410 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.931 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
494.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
