BNP Paribas Put 16 CSIQ 20.12.2024
/ DE000PC8HE65
BNP Paribas Put 16 CSIQ 20.12.202.../ DE000PC8HE65 /
30/08/2024 21:20:41 |
Chg.-0.010 |
Bid21:58:42 |
Ask21:58:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
-2.70% |
0.370 Bid Size: 50,000 |
0.380 Ask Size: 50,000 |
Canadian Solar Inc |
16.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
PC8HE6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Canadian Solar Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
16.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
17/04/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.73 |
Historic volatility: |
0.53 |
Parity: |
0.31 |
Time value: |
0.07 |
Break-even: |
10.68 |
Moneyness: |
1.27 |
Premium: |
0.07 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.01 |
Spread %: |
2.70% |
Delta: |
-0.64 |
Theta: |
-0.01 |
Omega: |
-1.93 |
Rho: |
-0.03 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.360 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.09% |
1 Month |
|
|
+33.33% |
3 Months |
|
|
+100.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.320 |
1M High / 1M Low: |
0.390 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.354 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.323 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
203.13% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |