BNP Paribas Put 20 CSIQ 17.01.2025
/ DE000PZ09ZK7
BNP Paribas Put 20 CSIQ 17.01.202.../ DE000PZ09ZK7 /
2024-07-26 9:50:05 AM |
Chg.-0.020 |
Bid4:33:48 PM |
Ask4:33:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
-3.92% |
0.460 Bid Size: 100,000 |
0.470 Ask Size: 100,000 |
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: |
-2.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.70 |
Historic volatility: |
0.50 |
Parity: |
0.35 |
Time value: |
0.15 |
Break-even: |
13.43 |
Moneyness: |
1.23 |
Premium: |
0.10 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.01 |
Spread %: |
2.04% |
Delta: |
-0.56 |
Theta: |
-0.01 |
Omega: |
-1.68 |
Rho: |
-0.06 |
Quote data
Open: |
0.490 |
High: |
0.490 |
Low: |
0.490 |
Previous Close: |
0.510 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.26% |
1 Month |
|
|
-12.50% |
3 Months |
|
|
-22.22% |
YTD |
|
|
+96.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.470 |
1M High / 1M Low: |
0.630 |
0.430 |
6M High / 6M Low: |
0.660 |
0.290 |
High (YTD): |
2024-04-19 |
0.660 |
Low (YTD): |
2024-01-02 |
0.260 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.496 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.518 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.451 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.86% |
Volatility 6M: |
|
99.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |