BNP Paribas Put 250 TSM 19.12.2025
/ DE000PG2VMR5
BNP Paribas Put 250 TSM 19.12.202.../ DE000PG2VMR5 /
| 10/10/2024 4:35:30 PM |
Chg.+0.070 |
Bid4:39:09 PM |
Ask4:39:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.590EUR |
+1.07% |
6.580
Bid Size: 9,400 |
6.590
Ask Size: 9,400 |
Taiwan Semiconductor... |
250.00 USD |
12/19/2025 |
Put |
Master data
| WKN: |
PG2VMR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
6/17/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.93 |
| Intrinsic value: |
5.75 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.34 |
| Parity: |
5.75 |
| Time value: |
0.75 |
| Break-even: |
163.49 |
| Moneyness: |
1.34 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.15% |
| Delta: |
-0.62 |
| Theta: |
-0.02 |
| Omega: |
-1.64 |
| Rho: |
-2.04 |
Quote data
| Open: |
6.470 |
| High: |
6.660 |
| Low: |
6.460 |
| Previous Close: |
6.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.86% |
| 1 Month |
|
|
-19.73% |
| 3 Months |
|
|
-1.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.000 |
6.520 |
| 1M High / 1M Low: |
8.210 |
6.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
