BNP Paribas Put 18 CSIQ 20.09.202.../  DE000PC9PZ10  /

Frankfurt Zert./BNP
2024-07-25  9:20:40 PM Chg.-0.040 Bid9:53:37 PM Ask9:53:37 PM Underlying Strike price Expiration date Option type
0.230EUR -14.81% 0.250
Bid Size: 50,000
0.260
Ask Size: 50,000
Canadian Solar Inc 18.00 USD 2024-09-20 Put
 

Master data

WKN: PC9PZ1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Put
Strike price: 18.00 USD
Maturity: 2024-09-20
Issue date: 2024-05-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.23
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.20
Implied volatility: 0.69
Historic volatility: 0.50
Parity: 0.20
Time value: 0.08
Break-even: 13.81
Moneyness: 1.13
Premium: 0.06
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 3.70%
Delta: -0.62
Theta: -0.01
Omega: -3.24
Rho: -0.02
 

Quote data

Open: 0.270
High: 0.270
Low: 0.230
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month
  -32.35%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.240
1M High / 1M Low: 0.410 0.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.295
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   242.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -