BNP Paribas Call 20 CSIQ 20.12.2024
/ DE000PZ09Y39
BNP Paribas Call 20 CSIQ 20.12.20.../ DE000PZ09Y39 /
| 2024-07-12 10:33:31 AM |
Chg.+0.050 |
Bid3:50:33 PM |
Ask3:50:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+31.25% |
0.220
Bid Size: 100,000 |
0.230
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: |
7.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.48 |
| Parity: |
-0.24 |
| Time value: |
0.22 |
| Break-even: |
20.59 |
| Moneyness: |
0.87 |
| Premium: |
0.29 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
0.49 |
| Theta: |
-0.01 |
| Omega: |
3.55 |
| Rho: |
0.02 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.00% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
-16.00% |
| YTD |
|
|
-76.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.140 |
| 1M High / 1M Low: |
0.300 |
0.100 |
| 6M High / 6M Low: |
0.730 |
0.100 |
| High (YTD): |
2024-01-02 |
0.880 |
| Low (YTD): |
2024-07-02 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.172 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.368 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.86% |
| Volatility 6M: |
|
184.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
