BNP Paribas Put 20 CSIQ 20.09.2024
/ DE000PC9PZ28
BNP Paribas Put 20 CSIQ 20.09.202.../ DE000PC9PZ28 /
| 2024-07-25 9:20:52 PM |
Chg.-0.060 |
Bid9:53:37 PM |
Ask9:53:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-14.29% |
0.390
Bid Size: 50,000 |
0.400
Ask Size: 50,000 |
Canadian Solar Inc |
20.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC9PZ2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.50 |
| Parity: |
0.38 |
| Time value: |
0.05 |
| Break-even: |
14.15 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
-0.74 |
| Theta: |
-0.01 |
| Omega: |
-2.51 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.360 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.70% |
| 1 Month |
|
|
-26.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.370 |
| 1M High / 1M Low: |
0.570 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.439 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
