BNP Paribas Put 25 CSIQ 17.01.2025
/ DE000PN77DD2
BNP Paribas Put 25 CSIQ 17.01.202.../ DE000PN77DD2 /
| 7/5/2024 9:21:00 AM |
Chg.0.000 |
Bid7/5/2024 |
Ask7/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
0.00% |
0.920
Bid Size: 12,500 |
0.960
Ask Size: 12,500 |
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: |
-1.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.48 |
| Parity: |
0.86 |
| Time value: |
0.11 |
| Break-even: |
13.47 |
| Moneyness: |
1.59 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
6.59% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-0.98 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.12% |
| 1 Month |
|
|
+29.58% |
| 3 Months |
|
|
+13.58% |
| YTD |
|
|
+109.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.910 |
| 1M High / 1M Low: |
1.040 |
0.710 |
| 6M High / 6M Low: |
1.050 |
0.510 |
| High (YTD): |
4/19/2024 |
1.050 |
| Low (YTD): |
1/2/2024 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.869 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.746 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.46% |
| Volatility 6M: |
|
84.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
