BNP Paribas Put 20 CSIQ 20.12.2024
/ DE000PZ09ZJ9
BNP Paribas Put 20 CSIQ 20.12.202.../ DE000PZ09ZJ9 /
| 16/10/2024 09:27:55 |
Chg.+0.060 |
Bid16/10/2024 |
Ask16/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+9.52% |
0.690
Bid Size: 25,000 |
0.710
Ask Size: 25,000 |
Canadian Solar Inc |
20.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
PZ09ZJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.58 |
| Parity: |
0.68 |
| Time value: |
0.02 |
| Break-even: |
11.38 |
| Moneyness: |
1.59 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
-0.84 |
| Theta: |
-0.01 |
| Omega: |
-1.39 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.00% |
| 1 Month |
|
|
+21.05% |
| 3 Months |
|
|
+35.29% |
| YTD |
|
|
+187.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.500 |
| 1M High / 1M Low: |
0.630 |
0.380 |
| 6M High / 6M Low: |
0.740 |
0.350 |
| High (YTD): |
10/09/2024 |
0.740 |
| Low (YTD): |
02/01/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.523 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.08% |
| Volatility 6M: |
|
125.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
