BNP Paribas Put 115 TSM 20.12.2024
/ DE000PC26DV4
BNP Paribas Put 115 TSM 20.12.202.../ DE000PC26DV4 /
| 9/6/2024 8:43:22 AM |
Chg.-0.030 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-15.79% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
115.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/10/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-58.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.33 |
| Parity: |
-3.77 |
| Time value: |
0.24 |
| Break-even: |
101.34 |
| Moneyness: |
0.73 |
| Premium: |
0.28 |
| Premium p.a.: |
1.40 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
-0.11 |
| Theta: |
-0.03 |
| Omega: |
-6.29 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
-30.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.140 |
| 1M High / 1M Low: |
0.400 |
0.140 |
| 6M High / 6M Low: |
0.750 |
0.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.192 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.337 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.57% |
| Volatility 6M: |
|
247.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
