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

Frankfurt Zert./BNP
2024-07-05  9:20:37 PM Chg.0.000 Bid9:45:10 PM Ask9:45:10 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.110
Bid Size: 50,000
0.120
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: 10.39
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.48
Parity: -0.58
Time value: 0.14
Break-even: 21.75
Moneyness: 0.71
Premium: 0.50
Premium p.a.: 1.40
Spread abs.: 0.03
Spread %: 27.27%
Delta: 0.36
Theta: -0.01
Omega: 3.71
Rho: 0.02
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month
  -57.69%
3 Months
  -52.17%
YTD
  -86.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.075
1M High / 1M Low: 0.260 0.075
6M High / 6M Low: 0.670 0.075
High (YTD): 2024-01-02 0.760
Low (YTD): 2024-07-01 0.075
52W High: - -
52W Low: - -
Avg. price 1W:   0.091
Avg. volume 1W:   0.000
Avg. price 1M:   0.153
Avg. volume 1M:   0.000
Avg. price 6M:   0.323
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.09%
Volatility 6M:   195.65%
Volatility 1Y:   -
Volatility 3Y:   -