BNP Paribas Put 150 TSM 16.01.2026
/ DE000PC26DZ5
BNP Paribas Put 150 TSM 16.01.202.../ DE000PC26DZ5 /
| 2024-11-13 5:05:21 PM |
Chg.+0.070 |
Bid5:16:10 PM |
Ask5:16:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
+5.93% |
1.240
Bid Size: 10,800 |
1.250
Ask Size: 10,800 |
Taiwan Semiconductor... |
150.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
PC26DZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.36 |
| Parity: |
-3.93 |
| Time value: |
1.18 |
| Break-even: |
129.49 |
| Moneyness: |
0.78 |
| Premium: |
0.28 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
-0.20 |
| Theta: |
-0.02 |
| Omega: |
-3.06 |
| Rho: |
-0.56 |
Quote data
| Open: |
1.180 |
| High: |
1.250 |
| Low: |
1.150 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.62% |
| 1 Month |
|
|
-2.34% |
| 3 Months |
|
|
-31.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.990 |
| 1M High / 1M Low: |
1.340 |
0.990 |
| 6M High / 6M Low: |
2.740 |
0.990 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.717 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.20% |
| Volatility 6M: |
|
110.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
