BNP Paribas Put 15 CSIQ 19.12.2025
/ DE000PC7Y1D5
BNP Paribas Put 15 CSIQ 19.12.202.../ DE000PC7Y1D5 /
8/16/2024 5:21:11 PM |
Chg.0.000 |
Bid8/16/2024 |
Ask8/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
0.00% |
0.390 Bid Size: 100,000 |
0.400 Ask Size: 100,000 |
Canadian Solar Inc |
15.00 USD |
12/19/2025 |
Put |
Master data
WKN: |
PC7Y1D |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Canadian Solar Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 USD |
Maturity: |
12/19/2025 |
Issue date: |
4/9/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.03 |
Implied volatility: |
0.70 |
Historic volatility: |
0.52 |
Parity: |
0.03 |
Time value: |
0.37 |
Break-even: |
9.67 |
Moneyness: |
1.02 |
Premium: |
0.28 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
2.56% |
Delta: |
-0.33 |
Theta: |
0.00 |
Omega: |
-1.10 |
Rho: |
-0.11 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-11.36% |
1 Month |
|
|
+14.71% |
3 Months |
|
|
+8.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.390 |
1M High / 1M Low: |
0.450 |
0.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.420 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.381 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |