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

Frankfurt Zert./BNP
9/13/2024  9:20:41 PM Chg.+0.020 Bid9:58:55 PM Ask9:58:55 PM Underlying Strike price Expiration date Option type
1.010EUR +2.02% 1.000
Bid Size: 50,000		 1.020
Ask Size: 50,000		 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: -1.24
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.99
Implied volatility: 0.85
Historic volatility: 0.54
Parity: 0.99
Time value: 0.03
Break-even: 12.37
Moneyness: 1.79
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 2.00%
Delta: -0.81
Theta: 0.00
Omega: -1.01
Rho: -0.07
 

Quote data

Open: 1.010
High: 1.010
Low: 0.980
Previous Close: 0.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.41%
1 Month  
+1.00%
3 Months  
+23.17%
YTD  
+129.55%
1 Year  
+119.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.180 0.990
1M High / 1M Low: 1.180 0.940
6M High / 6M Low: 1.180 0.650
High (YTD): 9/9/2024 1.180
Low (YTD): 1/2/2024 0.470
52W High: 9/9/2024 1.180
52W Low: 12/29/2023 0.440
Avg. price 1W:   1.076
Avg. volume 1W:   0.000
Avg. price 1M:   1.068
Avg. volume 1M:   0.000
Avg. price 6M:   0.894
Avg. volume 6M:   0.000
Avg. price 1Y:   0.753
Avg. volume 1Y:   0.000
Volatility 1M:   93.72%
Volatility 6M:   88.71%
Volatility 1Y:   81.89%
Volatility 3Y:   -