BNP Paribas Put 105 TSM 20.12.2024
/ DE000PC26DU6
BNP Paribas Put 105 TSM 20.12.202.../ DE000PC26DU6 /
| 8/1/2024 8:40:22 AM |
Chg.-0.030 |
Bid9:22:05 AM |
Ask9:22:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-17.65% |
0.140
Bid Size: 10,750 |
0.190
Ask Size: 10,750 |
Taiwan Semiconductor... |
105.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
PC26DU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/10/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-68.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.31 |
| Parity: |
-4.58 |
| Time value: |
0.21 |
| Break-even: |
94.98 |
| Moneyness: |
0.68 |
| Premium: |
0.34 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
-0.08 |
| Theta: |
-0.02 |
| Omega: |
-5.74 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.32% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-51.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.170 |
| 1M High / 1M Low: |
0.190 |
0.110 |
| 6M High / 6M Low: |
0.720 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.300 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.47% |
| Volatility 6M: |
|
171.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
