BNP Paribas Put 16 CSIQ 17.01.2025
/ DE000PC8HE81
BNP Paribas Put 16 CSIQ 17.01.202.../ DE000PC8HE81 /
| 30/08/2024 21:20:41 |
Chg.-0.010 |
Bid21:45:38 |
Ask21:45:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-2.63% |
0.380
Bid Size: 50,000 |
0.390
Ask Size: 50,000 |
Canadian Solar Inc |
16.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
PC8HE8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 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: |
-2.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.53 |
| Parity: |
0.31 |
| Time value: |
0.08 |
| Break-even: |
10.58 |
| Moneyness: |
1.27 |
| Premium: |
0.07 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
-0.62 |
| Theta: |
-0.01 |
| Omega: |
-1.81 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.370 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.82% |
| 1 Month |
|
|
+68.18% |
| 3 Months |
|
|
+85.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.330 |
| 1M High / 1M Low: |
0.400 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.331 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
