BNP Paribas Call 22 CSIQ 20.12.20.../  DE000PZ09Y21  /

Frankfurt Zert./BNP
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:   -