BNP Paribas Put 140 TSM 20.06.2025
/ DE000PC26DW2
BNP Paribas Put 140 TSM 20.06.202.../ DE000PC26DW2 /
| 9/6/2024 9:50:32 PM |
Chg.+0.150 |
Bid9:58:47 PM |
Ask9:58:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
+14.02% |
1.230
Bid Size: 6,900 |
1.240
Ask Size: 6,900 |
Taiwan Semiconductor... |
140.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
PC26DW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
1/10/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.32 |
| Parity: |
-2.13 |
| Time value: |
1.06 |
| Break-even: |
115.40 |
| Moneyness: |
0.86 |
| Premium: |
0.22 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
-0.25 |
| Theta: |
-0.03 |
| Omega: |
-3.50 |
| Rho: |
-0.37 |
Quote data
| Open: |
1.020 |
| High: |
1.260 |
| Low: |
1.010 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.56% |
| 1 Month |
|
|
-18.67% |
| 3 Months |
|
|
+14.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
0.860 |
| 1M High / 1M Low: |
1.500 |
0.860 |
| 6M High / 6M Low: |
2.230 |
0.720 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.030 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.342 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.79% |
| Volatility 6M: |
|
139.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
