BNP Paribas Call 18 CSIQ 17.01.2025
/ DE000PZ09Y70
BNP Paribas Call 18 CSIQ 17.01.20.../ DE000PZ09Y70 /
| 2024-07-26 9:50:05 AM |
Chg.+0.020 |
Bid5:37:03 PM |
Ask5:37:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+9.09% |
0.280
Bid Size: 100,000 |
0.290
Ask Size: 100,000 |
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: |
5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.50 |
| Parity: |
-0.17 |
| Time value: |
0.25 |
| Break-even: |
19.09 |
| Moneyness: |
0.90 |
| Premium: |
0.28 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
0.53 |
| Theta: |
-0.01 |
| Omega: |
3.18 |
| Rho: |
0.03 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-76.92% |
| 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: |
0.840 |
0.160 |
| High (YTD): |
2024-01-02 |
1.010 |
| Low (YTD): |
2024-07-02 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.227 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.430 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.14% |
| Volatility 6M: |
|
159.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
