BNP Paribas Call 25 CSIQ 20.12.2024
/ DE000PN77C77
BNP Paribas Call 25 CSIQ 20.12.20.../ DE000PN77C77 /
| 16/08/2024 08:21:59 |
Chg.+0.004 |
Bid16:20:42 |
Ask16:20:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.036EUR |
+12.50% |
0.036
Bid Size: 100,000 |
0.091
Ask Size: 100,000 |
Canadian Solar Inc |
25.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
07/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.52 |
| Parity: |
-0.94 |
| Time value: |
0.09 |
| Break-even: |
23.69 |
| Moneyness: |
0.59 |
| Premium: |
0.77 |
| Premium p.a.: |
4.21 |
| Spread abs.: |
0.05 |
| Spread %: |
145.95% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
3.82 |
| Rho: |
0.01 |
Quote data
| Open: |
0.036 |
| High: |
0.036 |
| Low: |
0.036 |
| Previous Close: |
0.032 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-47.06% |
| 3 Months |
|
|
-70.00% |
| YTD |
|
|
-94.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.039 |
0.029 |
| 1M High / 1M Low: |
0.100 |
0.029 |
| 6M High / 6M Low: |
0.480 |
0.029 |
| High (YTD): |
02/01/2024 |
0.650 |
| Low (YTD): |
13/08/2024 |
0.029 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.062 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.161 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.50% |
| Volatility 6M: |
|
235.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
