BNP Paribas Put 150 TSM 19.12.2025
/ DE000PC26DY8
BNP Paribas Put 150 TSM 19.12.202.../ DE000PC26DY8 /
| 09/10/2024 08:43:10 |
Chg.- |
Bid11:36:49 |
Ask11:36:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
- |
1.29
Bid Size: 5,400 |
1.33
Ask Size: 5,400 |
Taiwan Semiconductor... |
150.00 USD |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
10/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.34 |
| Parity: |
-3.39 |
| Time value: |
1.29 |
| Break-even: |
124.19 |
| Moneyness: |
0.80 |
| Premium: |
0.27 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
-0.22 |
| Theta: |
-0.02 |
| Omega: |
-2.87 |
| Rho: |
-0.59 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.32 |
| Previous Close: |
1.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.92% |
| 1 Month |
|
|
-31.96% |
| 3 Months |
|
|
-10.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.32 |
| 1M High / 1M Low: |
1.94 |
1.32 |
| 6M High / 6M Low: |
3.14 |
1.32 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.85% |
| Volatility 6M: |
|
111.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
