BNP Paribas Put 25 CSIQ 16.01.2026
/ DE000PC1LW07
BNP Paribas Put 25 CSIQ 16.01.202.../ DE000PC1LW07 /
30/08/2024 21:20:54 |
Chg.-0.010 |
Bid21:45:37 |
Ask21:45:37 |
Underlying |
Strike price |
Expiration date |
Option type |
1.170EUR |
-0.85% |
1.180 Bid Size: 50,000 |
1.190 Ask Size: 50,000 |
Canadian Solar Inc |
25.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
PC1LW0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Canadian Solar Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
25.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
11/12/2023 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-0.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.13 |
Intrinsic value: |
1.13 |
Implied volatility: |
0.74 |
Historic volatility: |
0.53 |
Parity: |
1.13 |
Time value: |
0.06 |
Break-even: |
10.66 |
Moneyness: |
2.00 |
Premium: |
0.06 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
0.85% |
Delta: |
-0.62 |
Theta: |
0.00 |
Omega: |
-0.59 |
Rho: |
-0.26 |
Quote data
Open: |
1.180 |
High: |
1.180 |
Low: |
1.170 |
Previous Close: |
1.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.46% |
1 Month |
|
|
+23.16% |
3 Months |
|
|
+40.96% |
YTD |
|
|
+88.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.180 |
1.110 |
1M High / 1M Low: |
1.190 |
0.950 |
6M High / 6M Low: |
1.190 |
0.790 |
High (YTD): |
22/08/2024 |
1.190 |
Low (YTD): |
02/01/2024 |
0.640 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.156 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.107 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.980 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.60% |
Volatility 6M: |
|
58.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |