BNP Paribas Call 25 CSIQ 20.12.2024
/ DE000PN77C77
BNP Paribas Call 25 CSIQ 20.12.20.../ DE000PN77C77 /
2024-06-28 9:20:52 PM |
Chg.-0.011 |
Bid9:49:49 PM |
Ask9:49:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.061EUR |
-15.28% |
0.060 Bid Size: 50,000 |
0.091 Ask Size: 50,000 |
Canadian Solar Inc |
25.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PN77C7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Canadian Solar Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-09-07 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.80 |
Historic volatility: |
0.48 |
Parity: |
-0.96 |
Time value: |
0.09 |
Break-even: |
24.24 |
Moneyness: |
0.59 |
Premium: |
0.76 |
Premium p.a.: |
2.28 |
Spread abs.: |
0.03 |
Spread %: |
51.67% |
Delta: |
0.26 |
Theta: |
-0.01 |
Omega: |
3.89 |
Rho: |
0.01 |
Quote data
Open: |
0.072 |
High: |
0.073 |
Low: |
0.061 |
Previous Close: |
0.072 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-26.51% |
1 Month |
|
|
-72.27% |
3 Months |
|
|
-74.58% |
YTD |
|
|
-90.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.086 |
0.061 |
1M High / 1M Low: |
0.240 |
0.061 |
6M High / 6M Low: |
0.630 |
0.061 |
High (YTD): |
2024-01-02 |
0.630 |
Low (YTD): |
2024-06-28 |
0.061 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.072 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.134 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.259 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.90% |
Volatility 6M: |
|
217.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |