BNP Paribas Call 16 CSIQ 20.09.2024
/ DE000PC9PZY4
BNP Paribas Call 16 CSIQ 20.09.20.../ DE000PC9PZY4 /
| 2024-07-12 10:29:52 AM |
Chg.+0.080 |
Bid8:06:14 PM |
Ask8:06:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+44.44% |
0.260
Bid Size: 100,000 |
0.270
Ask Size: 100,000 |
Canadian Solar Inc |
16.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC9PZY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.48 |
| Parity: |
0.13 |
| Time value: |
0.14 |
| Break-even: |
17.41 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
3.99 |
| Rho: |
0.02 |
Quote data
| Open: |
0.250 |
| High: |
0.260 |
| Low: |
0.250 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.94% |
| 1 Month |
|
|
-23.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.150 |
| 1M High / 1M Low: |
0.370 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.200 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
