BNP Paribas Put 150 TSM 16.01.2026
/ DE000PC26DZ5
BNP Paribas Put 150 TSM 16.01.202.../ DE000PC26DZ5 /
| 01/08/2024 11:21:05 |
Chg.+0.040 |
Bid01/08/2024 |
Ask01/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
+2.03% |
2.010
Bid Size: 4,700 |
2.060
Ask Size: 4,700 |
Taiwan Semiconductor... |
150.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
10/01/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.31 |
| Parity: |
-1.46 |
| Time value: |
1.99 |
| Break-even: |
118.68 |
| Moneyness: |
0.90 |
| Premium: |
0.23 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
-0.29 |
| Theta: |
-0.02 |
| Omega: |
-2.23 |
| Rho: |
-0.94 |
Quote data
| Open: |
1.930 |
| High: |
2.020 |
| Low: |
1.910 |
| Previous Close: |
1.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.19% |
| 1 Month |
|
|
+8.06% |
| 3 Months |
|
|
-22.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.290 |
1.970 |
| 1M High / 1M Low: |
2.290 |
1.480 |
| 6M High / 6M Low: |
3.610 |
1.480 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.804 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.383 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.60% |
| Volatility 6M: |
|
85.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
