BNP Paribas Put 20 CSIQ 17.01.2025
/ DE000PZ09ZK7
BNP Paribas Put 20 CSIQ 17.01.202.../ DE000PZ09ZK7 /
| 7/25/2024 9:20:51 PM |
Chg.-0.040 |
Bid9:54:30 PM |
Ask9:54:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-7.84% |
0.490
Bid Size: 50,000 |
0.500
Ask Size: 50,000 |
Canadian Solar Inc |
20.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
11/10/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.50 |
| Parity: |
0.38 |
| Time value: |
0.14 |
| Break-even: |
13.25 |
| Moneyness: |
1.26 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
-0.58 |
| Theta: |
-0.01 |
| Omega: |
-1.63 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.460 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.08% |
| 1 Month |
|
|
-16.07% |
| 3 Months |
|
|
-26.56% |
| YTD |
|
|
+88.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.480 |
| 1M High / 1M Low: |
0.630 |
0.420 |
| 6M High / 6M Low: |
0.660 |
0.300 |
| High (YTD): |
4/19/2024 |
0.660 |
| Low (YTD): |
1/2/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.522 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.452 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.18% |
| Volatility 6M: |
|
101.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
