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: |
|
- |