BNP Paribas Call 25 CSIQ 17.01.2025
/ DE000PN77C85
BNP Paribas Call 25 CSIQ 17.01.20.../ DE000PN77C85 /
| 2024-07-12 8:15:49 AM |
Chg.+0.040 |
Bid3:59:58 PM |
Ask3:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+44.44% |
0.130
Bid Size: 100,000 |
0.140
Ask Size: 100,000 |
Canadian Solar Inc |
25.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PN77C8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.48 |
| Parity: |
-0.70 |
| Time value: |
0.14 |
| Break-even: |
24.39 |
| Moneyness: |
0.70 |
| Premium: |
0.52 |
| Premium p.a.: |
1.25 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
3.83 |
| Rho: |
0.02 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.16% |
| 1 Month |
|
|
-23.53% |
| 3 Months |
|
|
-18.75% |
| YTD |
|
|
-81.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.081 |
| 1M High / 1M Low: |
0.190 |
0.059 |
| 6M High / 6M Low: |
0.550 |
0.059 |
| High (YTD): |
2024-01-02 |
0.680 |
| Low (YTD): |
2024-07-02 |
0.059 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.085 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.250 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.79% |
| Volatility 6M: |
|
199.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
