BNP Paribas Put 150 TSM 19.12.202.../  DE000PC26DY8  /

Frankfurt Zert./BNP
2024-07-31  9:50:33 PM Chg.-0.340 Bid9:58:53 PM Ask9:58:53 PM Underlying Strike price Expiration date Option type
1.900EUR -15.18% 1.910
Bid Size: 4,800
1.920
Ask Size: 4,800
Taiwan Semiconductor... 150.00 USD 2025-12-19 Put
 

Master data

WKN: PC26DY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Put
Strike price: 150.00 USD
Maturity: 2025-12-19
Issue date: 2024-01-10
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.32
Leverage: Yes

Calculated values

Fair value: 1.46
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.31
Parity: -0.42
Time value: 2.26
Break-even: 116.09
Moneyness: 0.97
Premium: 0.19
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.44%
Delta: -0.34
Theta: -0.02
Omega: -2.15
Rho: -0.99
 

Quote data

Open: 2.060
High: 2.060
Low: 1.900
Previous Close: 2.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.21%
1 Month  
+4.97%
3 Months
  -26.07%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.240 1.900
1M High / 1M Low: 2.240 1.430
6M High / 6M Low: 3.590 1.430
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.066
Avg. volume 1W:   0.000
Avg. price 1M:   1.753
Avg. volume 1M:   0.000
Avg. price 6M:   2.343
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.79%
Volatility 6M:   87.81%
Volatility 1Y:   -
Volatility 3Y:   -