BNP Paribas Put 95 TSM 20.12.2024
/ DE000PC26DT8
BNP Paribas Put 95 TSM 20.12.2024/ DE000PC26DT8 /
| 8/1/2024 9:50:38 PM |
Chg.+0.040 |
Bid8/1/2024 |
Ask8/1/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+40.00% |
0.140
Bid Size: 33,200 |
0.150
Ask Size: 33,200 |
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: |
0.140 |
| Low: |
0.090 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
-22.22% |
| 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: |
|
- |
