BNP Paribas Put 150 TSM 16.01.2026
/ DE000PC26DZ5
BNP Paribas Put 150 TSM 16.01.202.../ DE000PC26DZ5 /
| 06/09/2024 21:50:34 |
Chg.+0.200 |
Bid21:58:51 |
Ask21:58:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.130EUR |
+10.36% |
2.130
Bid Size: 4,900 |
2.140
Ask Size: 4,900 |
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: |
-6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.33 |
| Parity: |
-0.62 |
| Time value: |
2.14 |
| Break-even: |
113.91 |
| Moneyness: |
0.96 |
| Premium: |
0.19 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
-0.33 |
| Theta: |
-0.02 |
| Omega: |
-2.19 |
| Rho: |
-0.93 |
Quote data
| Open: |
1.890 |
| High: |
2.170 |
| Low: |
1.870 |
| Previous Close: |
1.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.56% |
| 1 Month |
|
|
-9.75% |
| 3 Months |
|
|
+17.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.130 |
1.660 |
| 1M High / 1M Low: |
2.360 |
1.660 |
| 6M High / 6M Low: |
3.120 |
1.480 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.952 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.862 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.168 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.42% |
| Volatility 6M: |
|
96.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
