BNP Paribas Put 95 TSM 20.12.2024
/ DE000PC26DT8
BNP Paribas Put 95 TSM 20.12.2024/ DE000PC26DT8 /
8/1/2024 3:20:25 PM |
Chg.+0.010 |
Bid8/1/2024 |
Ask8/1/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
+10.00% |
0.110 Bid Size: 32,400 |
0.160 Ask Size: 32,400 |
Taiwan Semiconductor... |
95.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
PC26DT |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/10/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-127.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.60 |
Historic volatility: |
0.31 |
Parity: |
-6.54 |
Time value: |
0.12 |
Break-even: |
86.57 |
Moneyness: |
0.57 |
Premium: |
0.43 |
Premium p.a.: |
1.55 |
Spread abs.: |
0.01 |
Spread %: |
9.09% |
Delta: |
-0.04 |
Theta: |
-0.02 |
Omega: |
-5.61 |
Rho: |
-0.03 |
Quote data
Open: |
0.100 |
High: |
0.110 |
Low: |
0.090 |
Previous Close: |
0.100 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.38% |
1 Month |
|
|
-8.33% |
3 Months |
|
|
-38.89% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.100 |
1M High / 1M Low: |
0.140 |
0.081 |
6M High / 6M Low: |
0.450 |
0.081 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.124 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.107 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.197 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
233.04% |
Volatility 6M: |
|
144.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |