BNP Paribas Put 20 CSIQ 20.12.2024
/ DE000PZ09ZJ9
BNP Paribas Put 20 CSIQ 20.12.202.../ DE000PZ09ZJ9 /
| 2024-07-26 9:50:05 AM |
Chg.-0.020 |
Bid4:48:15 PM |
Ask4:48:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-4.08% |
0.430
Bid Size: 100,000 |
0.440
Ask Size: 100,000 |
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: |
-3.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.50 |
| Parity: |
0.35 |
| Time value: |
0.13 |
| Break-even: |
13.63 |
| Moneyness: |
1.23 |
| Premium: |
0.09 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-1.83 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.17% |
| 1 Month |
|
|
-12.96% |
| 3 Months |
|
|
-24.19% |
| YTD |
|
|
+95.83% |
| 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: |
0.640 |
0.280 |
| High (YTD): |
2024-04-22 |
0.640 |
| Low (YTD): |
2024-01-02 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.504 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.436 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.69% |
| Volatility 6M: |
|
105.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
