BNP Paribas Put 140 TSM 20.12.2024
/ DE000PC4AN81
BNP Paribas Put 140 TSM 20.12.202.../ DE000PC4AN81 /
13/11/2024 08:19:55 |
Chg.+0.006 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.057EUR |
+11.76% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
140.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
31/01/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-198.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.66 |
Historic volatility: |
0.36 |
Parity: |
-4.88 |
Time value: |
0.09 |
Break-even: |
130.96 |
Moneyness: |
0.73 |
Premium: |
0.27 |
Premium p.a.: |
9.99 |
Spread abs.: |
0.03 |
Spread %: |
56.90% |
Delta: |
-0.05 |
Theta: |
-0.05 |
Omega: |
-10.43 |
Rho: |
-0.01 |
Quote data
Open: |
0.057 |
High: |
0.057 |
Low: |
0.057 |
Previous Close: |
0.051 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.56% |
1 Month |
|
|
-56.15% |
3 Months |
|
|
-90.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.062 |
0.047 |
1M High / 1M Low: |
0.120 |
0.047 |
6M High / 6M Low: |
1.250 |
0.047 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.054 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.071 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.462 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
243.22% |
Volatility 6M: |
|
263.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |