BNP Paribas Put 150 TSM 16.01.2026
/ DE000PC26DZ5
BNP Paribas Put 150 TSM 16.01.202.../ DE000PC26DZ5 /
| 7/8/2024 8:40:37 AM |
Chg.-0.07 |
Bid4:29:04 PM |
Ask4:29:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
-4.55% |
1.49
Bid Size: 9,600 |
1.51
Ask Size: 9,600 |
Taiwan Semiconductor... |
150.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
1/10/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.29 |
| Parity: |
-3.14 |
| Time value: |
1.60 |
| Break-even: |
122.56 |
| Moneyness: |
0.82 |
| Premium: |
0.28 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.27% |
| Delta: |
-0.23 |
| Theta: |
-0.02 |
| Omega: |
-2.40 |
| Rho: |
-0.83 |
Quote data
| Open: |
1.47 |
| High: |
1.47 |
| Low: |
1.47 |
| Previous Close: |
1.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.52% |
| 1 Month |
|
|
-21.39% |
| 3 Months |
|
|
-44.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.83 |
1.54 |
| 1M High / 1M Low: |
1.90 |
1.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
