BNP Paribas Put 140 TSM 20.12.2024
/ DE000PC4AN81
BNP Paribas Put 140 TSM 20.12.202.../ DE000PC4AN81 /
| 2024-09-06 9:50:32 PM |
Chg.+0.140 |
Bid9:58:47 PM |
Ask9:58:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+26.42% |
0.680
Bid Size: 11,500 |
0.690
Ask Size: 11,500 |
Taiwan Semiconductor... |
140.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC4AN8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.33 |
| Parity: |
-1.52 |
| Time value: |
0.69 |
| Break-even: |
119.39 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
-0.27 |
| Theta: |
-0.05 |
| Omega: |
-5.55 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.490 |
| High: |
0.710 |
| Low: |
0.490 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+71.79% |
| 1 Month |
|
|
-10.67% |
| 3 Months |
|
|
+4.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.360 |
| 1M High / 1M Low: |
0.750 |
0.360 |
| 6M High / 6M Low: |
1.920 |
0.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.498 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.905 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.21% |
| Volatility 6M: |
|
227.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
