BNP Paribas Call 18 CSIQ 20.12.2024
/ DE000PZ09Y47
BNP Paribas Call 18 CSIQ 20.12.20.../ DE000PZ09Y47 /
| 26/07/2024 20:21:13 |
Chg.+0.010 |
Bid26/07/2024 |
Ask26/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+4.17% |
0.250
Bid Size: 100,000 |
0.260
Ask Size: 100,000 |
Canadian Solar Inc |
18.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.50 |
| Parity: |
-0.17 |
| Time value: |
0.23 |
| Break-even: |
18.89 |
| Moneyness: |
0.90 |
| Premium: |
0.27 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
3.37 |
| Rho: |
0.02 |
Quote data
| Open: |
0.220 |
| High: |
0.260 |
| Low: |
0.220 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.64% |
| 1 Month |
|
|
+31.58% |
| 3 Months |
|
|
-3.85% |
| YTD |
|
|
-75.49% |
| 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): |
02/01/2024 |
0.980 |
| Low (YTD): |
01/07/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.208 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.406 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.74% |
| Volatility 6M: |
|
181.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
