BNP Paribas Put 140 TSM 17.01.2025
/ DE000PC4APB6
BNP Paribas Put 140 TSM 17.01.202.../ DE000PC4APB6 /
| 8/1/2024 5:21:26 PM |
Chg.+0.090 |
Bid5:30:28 PM |
Ask5:30:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+13.04% |
0.800
Bid Size: 18,800 |
0.810
Ask Size: 18,800 |
Taiwan Semiconductor... |
140.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
PC4APB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
-2.38 |
| Time value: |
0.71 |
| Break-even: |
122.24 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
-0.22 |
| Theta: |
-0.04 |
| Omega: |
-4.83 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.660 |
| High: |
0.800 |
| Low: |
0.650 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
+25.81% |
| 3 Months |
|
|
-47.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.690 |
| 1M High / 1M Low: |
0.960 |
0.400 |
| 6M High / 6M Low: |
2.610 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.610 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.252 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.40% |
| Volatility 6M: |
|
161.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
