BNP Paribas Call 20 CSIQ 20.12.2024
/ DE000PZ09Y39
BNP Paribas Call 20 CSIQ 20.12.20.../ DE000PZ09Y39 /
| 2024-07-26 5:21:22 PM |
Chg.+0.010 |
Bid2024-07-26 |
Ask2024-07-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+5.56% |
0.190
Bid Size: 100,000 |
0.200
Ask Size: 100,000 |
Canadian Solar Inc |
20.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ09Y3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 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: |
8.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.50 |
| Parity: |
-0.35 |
| Time value: |
0.17 |
| Break-even: |
20.13 |
| Moneyness: |
0.81 |
| Premium: |
0.35 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
3.74 |
| Rho: |
0.02 |
Quote data
| Open: |
0.160 |
| High: |
0.190 |
| Low: |
0.160 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
-9.52% |
| YTD |
|
|
-79.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.150 |
| 1M High / 1M Low: |
0.210 |
0.100 |
| 6M High / 6M Low: |
0.710 |
0.100 |
| High (YTD): |
2024-01-02 |
0.860 |
| Low (YTD): |
2024-07-01 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.333 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.46% |
| Volatility 6M: |
|
194.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
