BNP Paribas Put 20 CSIQ 20.09.2024
/ DE000PC9PZ28
BNP Paribas Put 20 CSIQ 20.09.202.../ DE000PC9PZ28 /
| 13/09/2024 09:31:52 |
Chg.-0.010 |
Bid10:05:23 |
Ask10:05:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-1.79% |
0.550
Bid Size: 48,000 |
0.570
Ask Size: 48,000 |
Canadian Solar Inc |
20.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
1.75 |
| Historic volatility: |
0.54 |
| Parity: |
0.55 |
| Time value: |
0.01 |
| Break-even: |
12.45 |
| Moneyness: |
1.44 |
| Premium: |
0.01 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
-0.92 |
| Theta: |
-0.03 |
| Omega: |
-2.05 |
| Rho: |
0.00 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.91% |
| 1 Month |
|
|
-11.29% |
| 3 Months |
|
|
+83.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.560 |
| 1M High / 1M Low: |
0.730 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.670 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.604 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
