BNP Paribas Put 25 CSIQ 17.01.2025
/ DE000PN77DD2
BNP Paribas Put 25 CSIQ 17.01.202.../ DE000PN77DD2 /
| 2024-06-27 10:21:02 AM |
Chg.-0.010 |
Bid10:33:37 AM |
Ask10:33:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-1.05% |
0.940
Bid Size: 50,000 |
0.960
Ask Size: 50,000 |
Canadian Solar Inc |
25.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.48 |
| Parity: |
0.90 |
| Time value: |
0.05 |
| Break-even: |
13.91 |
| Moneyness: |
1.63 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
-0.73 |
| Theta: |
0.00 |
| Omega: |
-1.11 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.44% |
| 1 Month |
|
|
+23.68% |
| 3 Months |
|
|
+34.29% |
| YTD |
|
|
+113.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.890 |
| 1M High / 1M Low: |
0.950 |
0.650 |
| 6M High / 6M Low: |
1.050 |
0.440 |
| High (YTD): |
2024-04-19 |
1.050 |
| Low (YTD): |
2024-01-02 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.920 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.723 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.36% |
| Volatility 6M: |
|
83.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
