BNP Paribas Call 22 CSIQ 20.12.2024
/ DE000PZ09Y21
BNP Paribas Call 22 CSIQ 20.12.20.../ DE000PZ09Y21 /
| 2024-07-26 9:20:40 PM |
Chg.+0.010 |
Bid9:55:08 PM |
Ask9:55:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+7.69% |
0.150
Bid Size: 50,000 |
0.160
Ask Size: 50,000 |
Canadian Solar Inc |
22.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ09Y2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 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: |
9.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.50 |
| Parity: |
-0.45 |
| Time value: |
0.16 |
| Break-even: |
21.87 |
| Moneyness: |
0.78 |
| Premium: |
0.39 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.39 |
| Theta: |
-0.01 |
| Omega: |
3.87 |
| Rho: |
0.02 |
Quote data
| Open: |
0.120 |
| High: |
0.150 |
| Low: |
0.120 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+55.56% |
| 3 Months |
|
|
-17.65% |
| YTD |
|
|
-82.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.110 |
| 1M High / 1M Low: |
0.160 |
0.075 |
| 6M High / 6M Low: |
0.610 |
0.075 |
| High (YTD): |
2024-01-02 |
0.760 |
| Low (YTD): |
2024-07-01 |
0.075 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.269 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.47% |
| Volatility 6M: |
|
205.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
