BNP Paribas Call 20 CSIQ 17.01.2025
/ DE000PZ09Y62
BNP Paribas Call 20 CSIQ 17.01.20.../ DE000PZ09Y62 /
| 05/07/2024 09:37:53 |
Chg.+0.010 |
Bid16:30:20 |
Ask16:30:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+6.25% |
0.170
Bid Size: 100,000 |
0.180
Ask Size: 100,000 |
Canadian Solar Inc |
20.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PZ09Y6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
10/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.48 |
| Parity: |
-0.40 |
| Time value: |
0.20 |
| Break-even: |
20.50 |
| Moneyness: |
0.79 |
| Premium: |
0.41 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.03 |
| Spread %: |
17.65% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
3.26 |
| Rho: |
0.02 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-52.78% |
| 3 Months |
|
|
-54.05% |
| YTD |
|
|
-81.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.120 |
| 1M High / 1M Low: |
0.360 |
0.120 |
| 6M High / 6M Low: |
0.790 |
0.120 |
| High (YTD): |
02/01/2024 |
0.900 |
| Low (YTD): |
02/07/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.225 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.413 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.85% |
| Volatility 6M: |
|
176.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
