BNP Paribas Put 25 CSIQ 17.01.2025
/ DE000PN77DD2
BNP Paribas Put 25 CSIQ 17.01.202.../ DE000PN77DD2 /
8/30/2024 8:18:53 AM |
Chg.0.00 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.13EUR |
0.00% |
- 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: |
-1.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
1.12 |
Implied volatility: |
0.86 |
Historic volatility: |
0.53 |
Parity: |
1.12 |
Time value: |
0.01 |
Break-even: |
11.33 |
Moneyness: |
1.98 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.01 |
Spread %: |
0.89% |
Delta: |
-0.84 |
Theta: |
0.00 |
Omega: |
-0.85 |
Rho: |
-0.08 |
Quote data
Open: |
1.13 |
High: |
1.13 |
Low: |
1.13 |
Previous Close: |
1.13 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.89% |
1 Month |
|
|
+36.14% |
3 Months |
|
|
+66.18% |
YTD |
|
|
+156.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.13 |
1.03 |
1M High / 1M Low: |
1.13 |
0.83 |
6M High / 6M Low: |
1.13 |
0.64 |
High (YTD): |
8/30/2024 |
1.13 |
Low (YTD): |
1/2/2024 |
0.45 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.08 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.01 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.86 |
Avg. volume 6M: |
|
15.63 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.81% |
Volatility 6M: |
|
85.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |