BNP Paribas Put 20 CSIQ 20.12.2024
/ DE000PZ09ZJ9
BNP Paribas Put 20 CSIQ 20.12.202.../ DE000PZ09ZJ9 /
| 2024-07-25 9:20:51 PM |
Chg.-0.040 |
Bid9:51:29 PM |
Ask9:51:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-8.16% |
0.470
Bid Size: 50,000 |
0.480
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: |
-2.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.50 |
| Parity: |
0.38 |
| Time value: |
0.12 |
| Break-even: |
13.45 |
| Moneyness: |
1.26 |
| Premium: |
0.08 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
-0.60 |
| Theta: |
-0.01 |
| Omega: |
-1.77 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.450 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.17% |
| 1 Month |
|
|
-18.18% |
| 3 Months |
|
|
-27.42% |
| YTD |
|
|
+87.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.460 |
| 1M High / 1M Low: |
0.620 |
0.410 |
| 6M High / 6M Low: |
0.650 |
0.280 |
| High (YTD): |
2024-04-19 |
0.650 |
| Low (YTD): |
2024-01-02 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.509 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.437 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.69% |
| Volatility 6M: |
|
109.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
