BNP Paribas Call 22 CSIQ 20.12.2024
/ DE000PZ09Y21
BNP Paribas Call 22 CSIQ 20.12.20.../ DE000PZ09Y21 /
8/30/2024 9:20:40 PM |
Chg.0.000 |
Bid9:54:22 PM |
Ask9:54:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.028EUR |
0.00% |
0.028 Bid Size: 50,000 |
0.085 Ask Size: 50,000 |
Canadian Solar Inc |
22.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
11/10/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.08 |
Historic volatility: |
0.53 |
Parity: |
-0.85 |
Time value: |
0.09 |
Break-even: |
20.76 |
Moneyness: |
0.57 |
Premium: |
0.82 |
Premium p.a.: |
6.12 |
Spread abs.: |
0.06 |
Spread %: |
203.57% |
Delta: |
0.27 |
Theta: |
-0.01 |
Omega: |
3.61 |
Rho: |
0.01 |
Quote data
Open: |
0.028 |
High: |
0.028 |
Low: |
0.028 |
Previous Close: |
0.028 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-9.68% |
1 Month |
|
|
-68.18% |
3 Months |
|
|
-90.67% |
YTD |
|
|
-96.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.031 |
0.028 |
1M High / 1M Low: |
0.088 |
0.028 |
6M High / 6M Low: |
0.460 |
0.028 |
High (YTD): |
1/2/2024 |
0.760 |
Low (YTD): |
8/30/2024 |
0.028 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.029 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.050 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.182 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
247.29% |
Volatility 6M: |
|
226.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |