BNP Paribas Call 22 CSIQ 17.01.20.../  DE000PZ09Y54  /

EUWAX
2024-07-26  9:50:05 AM Chg.+0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.140EUR +7.69% -
Bid Size: -
-
Ask Size: -
Canadian Solar Inc 22.00 USD 2025-01-17 Call
 

Master data

WKN: PZ09Y5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 22.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.77
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.50
Parity: -0.45
Time value: 0.18
Break-even: 22.07
Moneyness: 0.78
Premium: 0.40
Premium p.a.: 1.02
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.41
Theta: -0.01
Omega: 3.62
Rho: 0.02
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month  
+7.69%
3 Months
  -12.50%
YTD
  -83.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.130
1M High / 1M Low: 0.180 0.087
6M High / 6M Low: 0.640 0.087
High (YTD): 2024-01-02 0.800
Low (YTD): 2024-07-02 0.087
52W High: - -
52W Low: - -
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.133
Avg. volume 1M:   0.000
Avg. price 6M:   0.294
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   241.94%
Volatility 6M:   192.51%
Volatility 1Y:   -
Volatility 3Y:   -