BNP Paribas Put 25 CSIQ 17.01.2025
/ DE000PN77DD2
BNP Paribas Put 25 CSIQ 17.01.202.../ DE000PN77DD2 /
| 8/9/2024 9:20:42 PM |
Chg.+0.020 |
Bid9:56:21 PM |
Ask9:56:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+1.94% |
1.060
Bid Size: 50,000 |
1.070
Ask Size: 50,000 |
Canadian Solar Inc |
25.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
PN77DD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
9/7/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.51 |
| Parity: |
1.02 |
| Time value: |
0.02 |
| Break-even: |
12.50 |
| Moneyness: |
1.80 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.97% |
| Delta: |
-0.80 |
| Theta: |
0.00 |
| Omega: |
-0.98 |
| Rho: |
-0.09 |
Quote data
| Open: |
1.030 |
| High: |
1.070 |
| Low: |
1.030 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
+20.69% |
| 3 Months |
|
|
+12.90% |
| YTD |
|
|
+138.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
1.020 |
| 1M High / 1M Low: |
1.070 |
0.770 |
| 6M High / 6M Low: |
1.070 |
0.520 |
| High (YTD): |
8/7/2024 |
1.070 |
| Low (YTD): |
1/2/2024 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.897 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.811 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.87% |
| Volatility 6M: |
|
85.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
