BNP Paribas Put 18 CSIQ 17.01.2025
/ DE000PC6MDM9
BNP Paribas Put 18 CSIQ 17.01.202.../ DE000PC6MDM9 /
| 11/8/2024 12:21:29 PM |
Chg.+0.010 |
Bid11/8/2024 |
Ask11/8/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+2.08% |
0.490
Bid Size: 50,000 |
0.510
Ask Size: 50,000 |
Canadian Solar Inc |
18.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
PC6MDM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
3/14/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.64 |
| Parity: |
0.45 |
| Time value: |
0.04 |
| Break-even: |
11.77 |
| Moneyness: |
1.37 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
-0.77 |
| Theta: |
-0.01 |
| Omega: |
-1.90 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.480 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.43% |
| 1 Month |
|
|
+36.11% |
| 3 Months |
|
|
+2.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.310 |
| 1M High / 1M Low: |
0.580 |
0.310 |
| 6M High / 6M Low: |
0.580 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.459 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.410 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.92% |
| Volatility 6M: |
|
170.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
