BNP Paribas Put 150 TSM 19.12.2025
/ DE000PC26DY8
BNP Paribas Put 150 TSM 19.12.202.../ DE000PC26DY8 /
| 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: |
|
- |
