BNP Paribas Put 14 CSIQ 17.01.2025
/ DE000PC8HE73
BNP Paribas Put 14 CSIQ 17.01.202.../ DE000PC8HE73 /
8/30/2024 6:20:56 PM |
Chg.-0.010 |
Bid6:23:59 PM |
Ask6:23:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-4.00% |
0.250 Bid Size: 100,000 |
0.260 Ask Size: 100,000 |
Canadian Solar Inc |
14.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
4/17/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.71 |
Historic volatility: |
0.53 |
Parity: |
0.13 |
Time value: |
0.14 |
Break-even: |
9.94 |
Moneyness: |
1.12 |
Premium: |
0.12 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.01 |
Spread %: |
3.85% |
Delta: |
-0.50 |
Theta: |
-0.01 |
Omega: |
-2.10 |
Rho: |
-0.03 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.240 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.35% |
1 Month |
|
|
+50.00% |
3 Months |
|
|
+71.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.210 |
1M High / 1M Low: |
0.270 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.236 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.216 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
230.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |