BNP Paribas Put 140 TSM 17.01.2025
/ DE000PC4APB6
BNP Paribas Put 140 TSM 17.01.202.../ DE000PC4APB6 /
8/15/2024 8:21:46 AM |
Chg.-0.020 |
Bid2:14:36 PM |
Ask2:14:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
-3.28% |
0.620 Bid Size: 10,200 |
0.670 Ask Size: 10,200 |
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: |
-24.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.32 |
Parity: |
-2.72 |
Time value: |
0.62 |
Break-even: |
120.94 |
Moneyness: |
0.82 |
Premium: |
0.22 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.01 |
Spread %: |
1.64% |
Delta: |
-0.20 |
Theta: |
-0.04 |
Omega: |
-5.01 |
Rho: |
-0.16 |
Quote data
Open: |
0.590 |
High: |
0.590 |
Low: |
0.590 |
Previous Close: |
0.610 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-46.85% |
1 Month |
|
|
+37.21% |
3 Months |
|
|
-39.80% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.110 |
0.610 |
1M High / 1M Low: |
1.500 |
0.430 |
6M High / 6M Low: |
2.170 |
0.380 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.792 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.795 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.154 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
365.14% |
Volatility 6M: |
|
208.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |