BNP Paribas Put 150 TSM 19.12.2025
/ DE000PC26DY8
BNP Paribas Put 150 TSM 19.12.202.../ DE000PC26DY8 /
| 2024-10-10 1:10:01 PM |
Chg.-0.04 |
Bid5:33:31 PM |
Ask5:33:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
-3.03% |
1.29
Bid Size: 10,800 |
1.30
Ask Size: 10,800 |
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: |
-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: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.47% |
| 1 Month |
|
|
-34.02% |
| 3 Months |
|
|
-12.93% |
| 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: |
|
- |
