BNP Paribas Put 115 TSM 20.12.2024
/ DE000PC26DV4
BNP Paribas Put 115 TSM 20.12.202.../ DE000PC26DV4 /
| 14/11/2024 08:42:22 |
Chg.+0.004 |
Bid12:35:42 |
Ask12:35:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.031EUR |
+14.81% |
0.030
Bid Size: 50,000 |
0.091
Ask Size: 50,000 |
Taiwan Semiconductor... |
115.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
PC26DV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-194.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.36 |
| Parity: |
-6.78 |
| Time value: |
0.09 |
| Break-even: |
107.93 |
| Moneyness: |
0.62 |
| Premium: |
0.39 |
| Premium p.a.: |
26.99 |
| Spread abs.: |
0.06 |
| Spread %: |
193.55% |
| Delta: |
-0.04 |
| Theta: |
-0.06 |
| Omega: |
-7.41 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.031 |
| High: |
0.031 |
| Low: |
0.031 |
| Previous Close: |
0.027 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.90% |
| 1 Month |
|
|
-32.61% |
| 3 Months |
|
|
-85.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.029 |
0.022 |
| 1M High / 1M Low: |
0.046 |
0.022 |
| 6M High / 6M Low: |
0.550 |
0.022 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.025 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.030 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.167 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.48% |
| Volatility 6M: |
|
256.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
