BNP Paribas Put 25 CSIQ 17.01.202.../  DE000PN77DD2  /

Frankfurt Zert./BNP
7/26/2024  8:20:58 AM Chg.+0.030 Bid9:01:03 AM Ask9:01:03 AM Underlying Strike price Expiration date Option type
0.860EUR +3.61% 0.860
Bid Size: 12,500
0.880
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: -1.63
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.84
Implied volatility: 0.73
Historic volatility: 0.50
Parity: 0.84
Time value: 0.06
Break-even: 14.07
Moneyness: 1.58
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.12%
Delta: -0.73
Theta: 0.00
Omega: -1.19
Rho: -0.09
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 0.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.27%
1 Month
  -9.47%
3 Months
  -11.34%
YTD  
+95.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.830
1M High / 1M Low: 1.040 0.770
6M High / 6M Low: 1.050 0.520
High (YTD): 4/19/2024 1.050
Low (YTD): 1/2/2024 0.470
52W High: - -
52W Low: - -
Avg. price 1W:   0.870
Avg. volume 1W:   0.000
Avg. price 1M:   0.897
Avg. volume 1M:   0.000
Avg. price 6M:   0.780
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.73%
Volatility 6M:   84.78%
Volatility 1Y:   -
Volatility 3Y:   -