BNP Paribas Call 18 CSIQ 20.12.2024
/ DE000PZ09Y47
BNP Paribas Call 18 CSIQ 20.12.20.../ DE000PZ09Y47 /
| 04/10/2024 21:20:53 |
Chg.+0.030 |
Bid21:45:06 |
Ask21:45:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+30.00% |
0.130
Bid Size: 50,000 |
0.140
Ask Size: 50,000 |
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: |
10.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.56 |
| Parity: |
-0.20 |
| Time value: |
0.14 |
| Break-even: |
17.80 |
| Moneyness: |
0.88 |
| Premium: |
0.23 |
| Premium p.a.: |
1.74 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.44 |
| Theta: |
-0.01 |
| Omega: |
4.53 |
| Rho: |
0.01 |
Quote data
| Open: |
0.100 |
| High: |
0.140 |
| Low: |
0.100 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
+182.61% |
| 3 Months |
|
|
-31.58% |
| YTD |
|
|
-87.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.100 |
| 1M High / 1M Low: |
0.170 |
0.036 |
| 6M High / 6M Low: |
0.490 |
0.036 |
| High (YTD): |
02/01/2024 |
0.980 |
| Low (YTD): |
10/09/2024 |
0.036 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.212 |
| Avg. volume 6M: |
|
174.823 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
556.12% |
| Volatility 6M: |
|
315.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
