BNP Paribas Put 20 CSIQ 20.12.2024
/ DE000PZ09ZJ9
BNP Paribas Put 20 CSIQ 20.12.202.../ DE000PZ09ZJ9 /
26/06/2024 21:20:52 |
Chg.0.000 |
Bid21:45:22 |
Ask21:45:22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
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: |
-2.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.44 |
Implied volatility: |
0.67 |
Historic volatility: |
0.48 |
Parity: |
0.44 |
Time value: |
0.11 |
Break-even: |
13.18 |
Moneyness: |
1.31 |
Premium: |
0.07 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
1.85% |
Delta: |
-0.62 |
Theta: |
-0.01 |
Omega: |
-1.60 |
Rho: |
-0.07 |
Quote data
Open: |
0.540 |
High: |
0.550 |
Low: |
0.540 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+7.84% |
1 Month |
|
|
+34.15% |
3 Months |
|
|
+44.74% |
YTD |
|
|
+129.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.500 |
1M High / 1M Low: |
0.550 |
0.340 |
6M High / 6M Low: |
0.650 |
0.240 |
High (YTD): |
19/04/2024 |
0.650 |
Low (YTD): |
02/01/2024 |
0.250 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.526 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.433 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.405 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.18% |
Volatility 6M: |
|
102.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |