BNP Paribas Put 25 CSIQ 17.01.2025
/ DE000PN77DD2
BNP Paribas Put 25 CSIQ 17.01.202.../ DE000PN77DD2 /
8/16/2024 8:21:58 AM |
Chg.-0.050 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
-5.00% |
- Bid Size: - |
- Ask Size: - |
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: |
-1.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.93 |
Intrinsic value: |
0.93 |
Implied volatility: |
0.76 |
Historic volatility: |
0.52 |
Parity: |
0.93 |
Time value: |
0.03 |
Break-even: |
13.07 |
Moneyness: |
1.69 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
1.05% |
Delta: |
-0.79 |
Theta: |
0.00 |
Omega: |
-1.10 |
Rho: |
-0.08 |
Quote data
Open: |
0.950 |
High: |
0.950 |
Low: |
0.950 |
Previous Close: |
1.000 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.77% |
1 Month |
|
|
+14.46% |
3 Months |
|
|
+6.74% |
YTD |
|
|
+115.91% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.090 |
0.950 |
1M High / 1M Low: |
1.090 |
0.790 |
6M High / 6M Low: |
1.090 |
0.550 |
High (YTD): |
8/13/2024 |
1.090 |
Low (YTD): |
1/2/2024 |
0.450 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.014 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.927 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.824 |
Avg. volume 6M: |
|
15.748 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
85.97% |
Volatility 6M: |
|
81.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |