BNP Paribas Put 150 TSM 16.01.2026
/ DE000PC26DZ5
BNP Paribas Put 150 TSM 16.01.202.../ DE000PC26DZ5 /
| 10/10/2024 1:10:01 PM |
Chg.-0.03 |
Bid1:55:22 PM |
Ask1:55:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
-2.17% |
1.34
Bid Size: 5,200 |
1.38
Ask Size: 5,200 |
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: |
-12.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.34 |
| Parity: |
-3.39 |
| Time value: |
1.35 |
| Break-even: |
123.59 |
| Moneyness: |
0.80 |
| Premium: |
0.28 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
-0.22 |
| Theta: |
-0.02 |
| Omega: |
-2.75 |
| Rho: |
-0.64 |
Quote data
| Open: |
1.35 |
| High: |
1.35 |
| Low: |
1.35 |
| Previous Close: |
1.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.18% |
| 1 Month |
|
|
-32.50% |
| 3 Months |
|
|
-11.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.63 |
1.38 |
| 1M High / 1M Low: |
2.00 |
1.38 |
| 6M High / 6M Low: |
3.18 |
1.38 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.70% |
| Volatility 6M: |
|
108.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
