BNP Paribas Put 150 TSM 19.12.2025
/ DE000PC26DY8
BNP Paribas Put 150 TSM 19.12.202.../ DE000PC26DY8 /
| 01/08/2024 08:40:22 |
Chg.-0.19 |
Bid18:34:06 |
Ask18:34:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.87EUR |
-9.22% |
2.12
Bid Size: 9,600 |
2.13
Ask Size: 9,600 |
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: |
-7.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.31 |
| Parity: |
-1.46 |
| Time value: |
1.92 |
| Break-even: |
119.38 |
| Moneyness: |
0.90 |
| Premium: |
0.22 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
-0.29 |
| Theta: |
-0.02 |
| Omega: |
-2.32 |
| Rho: |
-0.88 |
Quote data
| Open: |
1.87 |
| High: |
1.87 |
| Low: |
1.87 |
| Previous Close: |
2.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.21% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
-27.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.13 |
1.99 |
| 1M High / 1M Low: |
2.13 |
1.39 |
| 6M High / 6M Low: |
3.61 |
1.39 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.53% |
| Volatility 6M: |
|
96.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
