BNP Paribas Call 16 CSIQ 20.09.2024
/ DE000PC9PZY4
BNP Paribas Call 16 CSIQ 20.09.20.../ DE000PC9PZY4 /
| 12/07/2024 08:20:57 |
Chg.0.000 |
Bid08:25:15 |
Ask08:25:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
0.00% |
0.260
Bid Size: 25,000 |
0.280
Ask Size: 25,000 |
Canadian Solar Inc |
16.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.48 |
| Parity: |
0.01 |
| Time value: |
0.19 |
| Break-even: |
16.77 |
| Moneyness: |
1.01 |
| Premium: |
0.13 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
4.33 |
| Rho: |
0.01 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.50% |
| 1 Month |
|
|
-29.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.160 |
| 1M High / 1M Low: |
0.370 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.186 |
| 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: |
|
246.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
