BNP Paribas Put 20 CSIQ 20.12.2024
/ DE000PZ09ZJ9
BNP Paribas Put 20 CSIQ 20.12.202.../ DE000PZ09ZJ9 /
| 2024-11-08 1:21:34 PM |
Chg.+0.010 |
Bid2:15:16 PM |
Ask2:15:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+1.56% |
0.660
Bid Size: 50,000 |
0.680
Ask Size: 50,000 |
Canadian Solar Inc |
20.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.64 |
| Parity: |
0.64 |
| Time value: |
0.01 |
| Break-even: |
12.03 |
| Moneyness: |
1.52 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
-0.88 |
| Theta: |
-0.01 |
| Omega: |
-1.64 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.650 |
| High: |
0.660 |
| Low: |
0.640 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.65% |
| 1 Month |
|
|
+35.42% |
| 3 Months |
|
|
+6.56% |
| YTD |
|
|
+170.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.420 |
| 1M High / 1M Low: |
0.750 |
0.420 |
| 6M High / 6M Low: |
0.750 |
0.340 |
| High (YTD): |
2024-10-23 |
0.750 |
| Low (YTD): |
2024-01-02 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.604 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.533 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.70% |
| Volatility 6M: |
|
162.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
