BNP Paribas Put 14 CSIQ 17.01.2025
/ DE000PC8HE73
BNP Paribas Put 14 CSIQ 17.01.202.../ DE000PC8HE73 /
| 07/11/2024 21:20:42 |
Chg.-0.010 |
Bid21:45:08 |
Ask21:45:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-4.76% |
0.200
Bid Size: 50,000 |
0.210
Ask Size: 50,000 |
Canadian Solar Inc |
14.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
PC8HE7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
17/04/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.65 |
| Parity: |
0.09 |
| Time value: |
0.13 |
| Break-even: |
10.85 |
| Moneyness: |
1.07 |
| Premium: |
0.11 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
-0.50 |
| Theta: |
-0.01 |
| Omega: |
-2.76 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.190 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.110 |
| 1M High / 1M Low: |
0.270 |
0.110 |
| 6M High / 6M Low: |
0.290 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
1,000 |
| Avg. price 1M: |
|
0.193 |
| Avg. volume 1M: |
|
217.391 |
| Avg. price 6M: |
|
0.189 |
| Avg. volume 6M: |
|
37.879 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
401.25% |
| Volatility 6M: |
|
225.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
