BNP Paribas Call 20 CSIQ 17.01.2025
/ DE000PZ09Y62
BNP Paribas Call 20 CSIQ 17.01.20.../ DE000PZ09Y62 /
15/10/2024 09:19:02 |
Chg.-0.010 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.044EUR |
-18.52% |
- Bid Size: - |
- Ask Size: - |
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: |
13.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.99 |
Historic volatility: |
0.58 |
Parity: |
-0.61 |
Time value: |
0.09 |
Break-even: |
19.24 |
Moneyness: |
0.67 |
Premium: |
0.57 |
Premium p.a.: |
4.80 |
Spread abs.: |
0.05 |
Spread %: |
106.82% |
Delta: |
0.30 |
Theta: |
-0.01 |
Omega: |
3.99 |
Rho: |
0.01 |
Quote data
Open: |
0.044 |
High: |
0.044 |
Low: |
0.044 |
Previous Close: |
0.054 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-56.00% |
1 Month |
|
|
-26.67% |
3 Months |
|
|
-72.50% |
YTD |
|
|
-95.27% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.044 |
1M High / 1M Low: |
0.210 |
0.044 |
6M High / 6M Low: |
0.400 |
0.031 |
High (YTD): |
02/01/2024 |
0.900 |
Low (YTD): |
09/09/2024 |
0.031 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.064 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.083 |
Avg. volume 1M: |
|
4,181.818 |
Avg. price 6M: |
|
0.171 |
Avg. volume 6M: |
|
707.692 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
676.36% |
Volatility 6M: |
|
359.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |