BNP Paribas Put 20 CSIQ 17.01.2025
/ DE000PZ09ZK7
BNP Paribas Put 20 CSIQ 17.01.202.../ DE000PZ09ZK7 /
8/30/2024 12:21:28 PM |
Chg.0.000 |
Bid8/30/2024 |
Ask8/30/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
0.00% |
0.690 Bid Size: 50,000 |
0.710 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: |
-1.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.68 |
Intrinsic value: |
0.68 |
Implied volatility: |
0.71 |
Historic volatility: |
0.53 |
Parity: |
0.68 |
Time value: |
0.02 |
Break-even: |
11.05 |
Moneyness: |
1.60 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
1.45% |
Delta: |
-0.79 |
Theta: |
0.00 |
Omega: |
-1.27 |
Rho: |
-0.06 |
Quote data
Open: |
0.690 |
High: |
0.690 |
Low: |
0.690 |
Previous Close: |
0.690 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+9.52% |
1 Month |
|
|
+40.82% |
3 Months |
|
|
+81.58% |
YTD |
|
|
+176.00% |
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: |
|
0.658 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.601 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.502 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
152.68% |
Volatility 6M: |
|
113.41% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |