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

EUWAX
27/09/2024  08:15:23 Chg.-0.070 Bid11:03:24 Ask11:03:24 Underlying Strike price Expiration date Option type
0.920EUR -7.07% 0.890
Bid Size: 48,000		 0.910
Ask Size: 48,000		 Canadian Solar Inc 25.00 USD 17/01/2025 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: 17/01/2025
Issue date: 07/09/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.39
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.90
Implied volatility: 0.95
Historic volatility: 0.54
Parity: 0.90
Time value: 0.06
Break-even: 12.77
Moneyness: 1.68
Premium: 0.04
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 3.23%
Delta: -0.76
Theta: -0.01
Omega: -1.05
Rho: -0.06
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.990
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month
  -10.68%
3 Months
  -2.13%
YTD  
+109.09%
1 Year  
+61.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.920
1M High / 1M Low: 1.190 0.920
6M High / 6M Low: 1.190 0.650
High (YTD): 10/09/2024 1.190
Low (YTD): 02/01/2024 0.450
52W High: 10/09/2024 1.190
52W Low: 29/12/2023 0.440
Avg. price 1W:   0.964
Avg. volume 1W:   0.000
Avg. price 1M:   1.061
Avg. volume 1M:   0.000
Avg. price 6M:   0.908
Avg. volume 6M:   15.504
Avg. price 1Y:   0.767
Avg. volume 1Y:   7.813
Volatility 1M:   64.47%
Volatility 6M:   86.70%
Volatility 1Y:   81.82%
Volatility 3Y:   -