BNP Paribas Put 15 CSIQ 20.09.2024
/ DE000PC9PZ02
BNP Paribas Put 15 CSIQ 20.09.202.../ DE000PC9PZ02 /
8/30/2024 9:28:24 AM |
Chg.-0.010 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
-4.17% |
- Bid Size: - |
- Ask Size: - |
Canadian Solar Inc |
15.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
PC9PZ0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Canadian Solar Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
5/13/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.21 |
Implied volatility: |
0.73 |
Historic volatility: |
0.53 |
Parity: |
0.21 |
Time value: |
0.02 |
Break-even: |
11.28 |
Moneyness: |
1.19 |
Premium: |
0.01 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.01 |
Spread %: |
4.55% |
Delta: |
-0.82 |
Theta: |
-0.01 |
Omega: |
-4.06 |
Rho: |
-0.01 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.55% |
1 Month |
|
|
+202.63% |
3 Months |
|
|
+191.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.150 |
1M High / 1M Low: |
0.240 |
0.076 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.190 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.158 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
706.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |