BNP Paribas Put 20 CSIQ 17.01.2025
/ DE000PZ09ZK7
BNP Paribas Put 20 CSIQ 17.01.202.../ DE000PZ09ZK7 /
| 2024-07-12 10:33:31 AM |
Chg.-0.070 |
Bid3:50:33 PM |
Ask3:50:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-14.00% |
0.420
Bid Size: 100,000 |
0.430
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: |
-3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.48 |
| Parity: |
0.24 |
| Time value: |
0.20 |
| Break-even: |
13.99 |
| Moneyness: |
1.15 |
| Premium: |
0.13 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
-0.50 |
| Theta: |
-0.01 |
| Omega: |
-1.82 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.87% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-17.31% |
| YTD |
|
|
+72.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.500 |
| 1M High / 1M Low: |
0.630 |
0.400 |
| 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: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.442 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.83% |
| Volatility 6M: |
|
98.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
