BNP Paribas Put 25 CSIQ 16.01.202.../  DE000PC1LW07  /

Frankfurt Zert./BNP
2024-07-04  9:20:46 PM Chg.0.000 Bid2024-07-04 Ask2024-07-04 Underlying Strike price Expiration date Option type
1.020EUR 0.00% -
Bid Size: -
-
Ask Size: -
Canadian Solar Inc 25.00 USD 2026-01-16 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: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.34
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.86
Implied volatility: 0.77
Historic volatility: 0.48
Parity: 0.86
Time value: 0.23
Break-even: 12.27
Moneyness: 1.59
Premium: 0.16
Premium p.a.: 0.10
Spread abs.: 0.07
Spread %: 6.86%
Delta: -0.48
Theta: 0.00
Omega: -0.64
Rho: -0.28
 

Quote data

Open: 1.030
High: 1.030
Low: 1.020
Previous Close: 1.020
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -4.67%
1 Month  
+20.00%
3 Months  
+8.51%
YTD  
+64.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 1.020
1M High / 1M Low: 1.110 0.850
6M High / 6M Low: 1.140 0.680
High (YTD): 2024-04-19 1.140
Low (YTD): 2024-01-02 0.640
52W High: - -
52W Low: - -
Avg. price 1W:   1.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.980
Avg. volume 1M:   0.000
Avg. price 6M:   0.887
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   50.98%
Volatility 6M:   55.99%
Volatility 1Y:   -
Volatility 3Y:   -