BNP Paribas Put 15 CSIQ 20.12.202.../  DE000PC7Y1B9  /

EUWAX
05/07/2024  08:38:54 Chg.+0.010 Bid09:01:18 Ask09:01:18 Underlying Strike price Expiration date Option type
0.220EUR +4.76% 0.220
Bid Size: 12,500
0.240
Ask Size: 12,500
Canadian Solar Inc 15.00 USD 20/12/2024 Put
 

Master data

WKN: PC7Y1B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Put
Strike price: 15.00 USD
Maturity: 20/12/2024
Issue date: 09/04/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.20
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.48
Parity: -0.07
Time value: 0.28
Break-even: 11.10
Moneyness: 0.95
Premium: 0.24
Premium p.a.: 0.59
Spread abs.: 0.06
Spread %: 27.27%
Delta: -0.34
Theta: -0.01
Omega: -1.79
Rho: -0.04
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month  
+46.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.210
1M High / 1M Low: 0.280 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.246
Avg. volume 1W:   0.000
Avg. price 1M:   0.205
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -