BNP Paribas Call 25 CSIQ 20.12.2024
/ DE000PN77C77
BNP Paribas Call 25 CSIQ 20.12.20.../ DE000PN77C77 /
| 2024-07-26 8:17:19 AM |
Chg.+0.006 |
Bid4:39:15 PM |
Ask4:39:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
+8.45% |
0.090
Bid Size: 100,000 |
0.100
Ask Size: 100,000 |
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: |
16.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.50 |
| Parity: |
-0.81 |
| Time value: |
0.09 |
| Break-even: |
23.95 |
| Moneyness: |
0.65 |
| Premium: |
0.60 |
| Premium p.a.: |
2.23 |
| Spread abs.: |
0.01 |
| Spread %: |
16.67% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
4.30 |
| Rho: |
0.01 |
Quote data
| Open: |
0.077 |
| High: |
0.077 |
| Low: |
0.077 |
| Previous Close: |
0.071 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.44% |
| 1 Month |
|
|
+11.59% |
| 3 Months |
|
|
-23.00% |
| YTD |
|
|
-88.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.071 |
| 1M High / 1M Low: |
0.110 |
0.048 |
| 6M High / 6M Low: |
0.480 |
0.048 |
| High (YTD): |
2024-01-02 |
0.650 |
| Low (YTD): |
2024-07-02 |
0.048 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.205 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.73% |
| Volatility 6M: |
|
214.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
