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 |
Bid5:24:13 PM |
Ask5:24:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-3.92% |
0.450
Bid Size: 100,000 |
0.460
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: |
|
- |
