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

EUWAX
10/4/2024  12:57:25 PM Chg.+0.020 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.890EUR +2.30% -
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: -1.66
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.83
Implied volatility: 0.79
Historic volatility: 0.56
Parity: 0.83
Time value: 0.04
Break-even: 14.08
Moneyness: 1.58
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.16%
Delta: -0.80
Theta: -0.01
Omega: -1.33
Rho: -0.06
 

Quote data

Open: 0.920
High: 0.920
Low: 0.890
Previous Close: 0.870
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.26%
1 Month
  -21.24%
3 Months
  -3.26%
YTD  
+102.27%
1 Year  
+34.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.780
1M High / 1M Low: 1.190 0.780
6M High / 6M Low: 1.190 0.650
High (YTD): 9/10/2024 1.190
Low (YTD): 1/2/2024 0.450
52W High: 9/10/2024 1.190
52W Low: 12/29/2023 0.440
Avg. price 1W:   0.832
Avg. volume 1W:   0.000
Avg. price 1M:   0.979
Avg. volume 1M:   0.000
Avg. price 6M:   0.914
Avg. volume 6M:   15.504
Avg. price 1Y:   0.773
Avg. volume 1Y:   7.843
Volatility 1M:   89.57%
Volatility 6M:   87.81%
Volatility 1Y:   83.11%
Volatility 3Y:   -