BNP Paribas Put 140 TSM 20.09.2024
/ DE000PC4AN65
BNP Paribas Put 140 TSM 20.09.202.../ DE000PC4AN65 /
06/09/2024 08:23:16 |
Chg.-0.025 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.015EUR |
-62.50% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
140.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
PC4AN6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
31/01/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-117.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.60 |
Historic volatility: |
0.33 |
Parity: |
-1.52 |
Time value: |
0.12 |
Break-even: |
125.09 |
Moneyness: |
0.89 |
Premium: |
0.12 |
Premium p.a.: |
20.65 |
Spread abs.: |
0.01 |
Spread %: |
9.09% |
Delta: |
-0.14 |
Theta: |
-0.13 |
Omega: |
-16.59 |
Rho: |
-0.01 |
Quote data
Open: |
0.015 |
High: |
0.015 |
Low: |
0.015 |
Previous Close: |
0.040 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-64.29% |
1 Month |
|
|
-96.25% |
3 Months |
|
|
-96.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.015 |
1M High / 1M Low: |
0.480 |
0.015 |
6M High / 6M Low: |
1.740 |
0.015 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.043 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.115 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.594 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
945.72% |
Volatility 6M: |
|
532.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |