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

Frankfurt Zert./BNP
8/30/2024  9:20:55 PM Chg.-0.010 Bid9:45:37 PM Ask9:45:37 PM Underlying Strike price Expiration date Option type
0.680EUR -1.45% 0.690
Bid Size: 50,000
0.700
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: -1.63
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.67
Implied volatility: 0.75
Historic volatility: 0.53
Parity: 0.67
Time value: 0.03
Break-even: 11.10
Moneyness: 1.58
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.45%
Delta: -0.77
Theta: 0.00
Omega: -1.26
Rho: -0.06
 

Quote data

Open: 0.690
High: 0.690
Low: 0.680
Previous Close: 0.690
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.94%
1 Month  
+51.11%
3 Months  
+78.95%
YTD  
+172.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.620
1M High / 1M Low: 0.710 0.450
6M High / 6M Low: 0.710 0.360
High (YTD): 8/22/2024 0.710
Low (YTD): 1/2/2024 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.668
Avg. volume 1W:   0.000
Avg. price 1M:   0.610
Avg. volume 1M:   0.000
Avg. price 6M:   0.503
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.01%
Volatility 6M:   113.01%
Volatility 1Y:   -
Volatility 3Y:   -