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: |
|
- |