BNP Paribas Call 18 CSIQ 17.01.2025
/ DE000PZ09Y70
BNP Paribas Call 18 CSIQ 17.01.20.../ DE000PZ09Y70 /
| 2024-07-26 9:20:40 PM |
Chg.+0.010 |
Bid9:45:28 PM |
Ask9:45:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+3.85% |
0.280
Bid Size: 50,000 |
0.290
Ask Size: 50,000 |
Canadian Solar Inc |
18.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PZ09Y7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.50 |
| Parity: |
-0.08 |
| Time value: |
0.29 |
| Break-even: |
19.48 |
| Moneyness: |
0.95 |
| Premium: |
0.23 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
0.57 |
| Theta: |
-0.01 |
| Omega: |
3.12 |
| Rho: |
0.03 |
Quote data
| Open: |
0.240 |
| High: |
0.280 |
| Low: |
0.240 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+22.73% |
| 3 Months |
|
|
-3.57% |
| YTD |
|
|
-74.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.220 |
| 1M High / 1M Low: |
0.300 |
0.160 |
| 6M High / 6M Low: |
0.830 |
0.160 |
| High (YTD): |
2024-01-02 |
1.000 |
| Low (YTD): |
2024-07-01 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.230 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.423 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.60% |
| Volatility 6M: |
|
168.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
