BNP Paribas Put 18 CSIQ 20.09.2024
/ DE000PC9PZ10
BNP Paribas Put 18 CSIQ 20.09.202.../ DE000PC9PZ10 /
| 7/17/2024 10:35:18 AM |
Chg.-0.050 |
Bid5:03:47 PM |
Ask5:03:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-17.24% |
0.260
Bid Size: 100,000 |
0.270
Ask Size: 100,000 |
Canadian Solar Inc |
18.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
5/13/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.50 |
| Parity: |
0.11 |
| Time value: |
0.13 |
| Break-even: |
14.11 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
-0.53 |
| Theta: |
-0.01 |
| Omega: |
-3.40 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.230 |
| High: |
0.240 |
| Low: |
0.230 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.24% |
| 1 Month |
|
|
-4.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.200 |
| 1M High / 1M Low: |
0.410 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.302 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
