BNP Paribas Put 20 CSIQ 17.01.202.../  DE000PZ09ZK7  /

Frankfurt Zert./BNP
2024-07-05  2:21:17 PM Chg.-0.010 Bid2:29:08 PM Ask2:29:08 PM Underlying Strike price Expiration date Option type
0.530EUR -1.85% 0.550
Bid Size: 7,500
0.620
Ask Size: 7,500
Canadian Solar Inc 20.00 USD 2025-01-17 Put
 

Master data

WKN: PZ09ZK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Put
Strike price: 20.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.60
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.40
Implied volatility: 0.75
Historic volatility: 0.48
Parity: 0.40
Time value: 0.16
Break-even: 12.90
Moneyness: 1.27
Premium: 0.11
Premium p.a.: 0.22
Spread abs.: 0.03
Spread %: 5.66%
Delta: -0.55
Theta: -0.01
Omega: -1.43
Rho: -0.07
 

Quote data

Open: 0.540
High: 0.540
Low: 0.530
Previous Close: 0.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.62%
1 Month  
+35.90%
3 Months  
+10.42%
YTD  
+112.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.530
1M High / 1M Low: 0.630 0.390
6M High / 6M Low: 0.660 0.290
High (YTD): 2024-04-19 0.660
Low (YTD): 2024-01-02 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.578
Avg. volume 1W:   0.000
Avg. price 1M:   0.501
Avg. volume 1M:   0.000
Avg. price 6M:   0.435
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.37%
Volatility 6M:   100.42%
Volatility 1Y:   -
Volatility 3Y:   -