BNP Paribas Put 25 CSIQ 17.01.2025
/ DE000PN77DD2
BNP Paribas Put 25 CSIQ 17.01.202.../ DE000PN77DD2 /
| 17/07/2024 08:17:15 |
Chg.-0.070 |
Bid16:46:51 |
Ask16:46:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-7.78% |
0.860
Bid Size: 100,000 |
0.870
Ask Size: 100,000 |
Canadian Solar Inc |
25.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
07/09/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.50 |
| Parity: |
0.75 |
| Time value: |
0.08 |
| Break-even: |
14.63 |
| Moneyness: |
1.49 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.22% |
| Delta: |
-0.70 |
| Theta: |
-0.01 |
| Omega: |
-1.29 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.79% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-15.31% |
| YTD |
|
|
+88.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.780 |
| 1M High / 1M Low: |
1.040 |
0.780 |
| 6M High / 6M Low: |
1.060 |
0.530 |
| High (YTD): |
19/04/2024 |
1.060 |
| Low (YTD): |
02/01/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.905 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.763 |
| Avg. volume 6M: |
|
15.748 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.71% |
| Volatility 6M: |
|
87.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
