BNP Paribas Put 130 TSM 20.06.2025
/ DE000PC4APF7
BNP Paribas Put 130 TSM 20.06.202.../ DE000PC4APF7 /
| 13/11/2024 15:50:47 |
Chg.+0.010 |
Bid13/11/2024 |
Ask13/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+2.86% |
0.360
Bid Size: 24,600 |
0.370
Ask Size: 24,600 |
Taiwan Semiconductor... |
130.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
PC4APF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-50.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.36 |
| Parity: |
-5.82 |
| Time value: |
0.36 |
| Break-even: |
118.85 |
| Moneyness: |
0.68 |
| Premium: |
0.34 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
-0.10 |
| Theta: |
-0.02 |
| Omega: |
-4.92 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.350 |
| High: |
0.360 |
| Low: |
0.340 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
-52.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.280 |
| 1M High / 1M Low: |
0.430 |
0.280 |
| 6M High / 6M Low: |
1.400 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.337 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.685 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.12% |
| Volatility 6M: |
|
162.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
