BNP Paribas Put 140 TSM 20.12.2024
/ DE000PC4AN81
BNP Paribas Put 140 TSM 20.12.202.../ DE000PC4AN81 /
8/1/2024 3:50:39 PM |
Chg.-0.020 |
Bid3:58:12 PM |
Ask3:58:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
-3.33% |
0.580 Bid Size: 20,400 |
0.590 Ask Size: 20,400 |
Taiwan Semiconductor... |
140.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
1/31/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-25.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.31 |
Parity: |
-2.38 |
Time value: |
0.61 |
Break-even: |
123.24 |
Moneyness: |
0.84 |
Premium: |
0.20 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.01 |
Spread %: |
1.67% |
Delta: |
-0.21 |
Theta: |
-0.04 |
Omega: |
-5.39 |
Rho: |
-0.15 |
Quote data
Open: |
0.560 |
High: |
0.630 |
Low: |
0.550 |
Previous Close: |
0.600 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-20.55% |
1 Month |
|
|
+7.41% |
3 Months |
|
|
-58.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.600 |
1M High / 1M Low: |
0.850 |
0.320 |
6M High / 6M Low: |
2.580 |
0.320 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.724 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.519 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.176 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
318.93% |
Volatility 6M: |
|
178.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |