BNP Paribas Call 18 CSIQ 20.12.2024
/ DE000PZ09Y47
BNP Paribas Call 18 CSIQ 20.12.20.../ DE000PZ09Y47 /
| 2024-07-25 9:20:51 PM |
Chg.+0.040 |
Bid9:50:17 PM |
Ask9:50:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+20.00% |
0.220
Bid Size: 50,000 |
0.230
Ask Size: 50,000 |
Canadian Solar Inc |
18.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ09Y4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.50 |
| Parity: |
-0.20 |
| Time value: |
0.21 |
| Break-even: |
18.71 |
| Moneyness: |
0.88 |
| Premium: |
0.28 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
3.48 |
| Rho: |
0.02 |
Quote data
| Open: |
0.200 |
| High: |
0.240 |
| Low: |
0.200 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+26.32% |
| 3 Months |
|
|
+9.09% |
| YTD |
|
|
-76.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.200 |
| 1M High / 1M Low: |
0.280 |
0.140 |
| 6M High / 6M Low: |
0.810 |
0.140 |
| High (YTD): |
2024-01-02 |
0.980 |
| Low (YTD): |
2024-07-01 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.410 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.34% |
| Volatility 6M: |
|
179.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
