BNP Paribas Put 150 TSM 16.01.2026
/ DE000PC26DZ5
BNP Paribas Put 150 TSM 16.01.202.../ DE000PC26DZ5 /
| 31/07/2024 08:40:11 |
Chg.+0.02 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.12EUR |
+0.95% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-6.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.31 |
| Parity: |
-0.42 |
| Time value: |
2.31 |
| Break-even: |
115.59 |
| Moneyness: |
0.97 |
| Premium: |
0.19 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.43% |
| Delta: |
-0.34 |
| Theta: |
-0.02 |
| Omega: |
-2.09 |
| Rho: |
-1.04 |
Quote data
| Open: |
2.12 |
| High: |
2.12 |
| Low: |
2.12 |
| Previous Close: |
2.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.20% |
| 1 Month |
|
|
+21.84% |
| 3 Months |
|
|
-18.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.19 |
2.05 |
| 1M High / 1M Low: |
2.19 |
1.44 |
| 6M High / 6M Low: |
3.62 |
1.44 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.93% |
| Volatility 6M: |
|
94.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
