BNP Paribas Put 150 TSM 19.12.2025
/ DE000PC26DY8
BNP Paribas Put 150 TSM 19.12.202.../ DE000PC26DY8 /
| 11/13/2024 8:39:55 AM |
Chg.+0.05 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
+4.67% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
150.00 USD |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
1/10/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.36 |
| Parity: |
-3.93 |
| Time value: |
1.12 |
| Break-even: |
130.09 |
| Moneyness: |
0.78 |
| Premium: |
0.28 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
-0.20 |
| Theta: |
-0.02 |
| Omega: |
-3.19 |
| Rho: |
-0.52 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
-11.11% |
| 3 Months |
|
|
-41.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
0.92 |
| 1M High / 1M Low: |
1.23 |
0.92 |
| 6M High / 6M Low: |
2.81 |
0.92 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.91% |
| Volatility 6M: |
|
109.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
