BNP Paribas Put 25 CSIQ 20.12.2024
/ DE000PN77DC4
BNP Paribas Put 25 CSIQ 20.12.202.../ DE000PN77DC4 /
| 18/10/2024 08:22:06 |
Chg.+0.01 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
+0.88% |
-
Bid Size: - |
-
Ask Size: - |
Canadian Solar Inc |
25.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
PN77DC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
07/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.59 |
| Parity: |
1.15 |
| Time value: |
0.01 |
| Break-even: |
11.40 |
| Moneyness: |
1.99 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.87% |
| Delta: |
-0.88 |
| Theta: |
-0.01 |
| Omega: |
-0.88 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.65% |
| 1 Month |
|
|
+23.66% |
| 3 Months |
|
|
+40.24% |
| YTD |
|
|
+167.44% |
| 1 Year |
|
|
+76.92% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
1.02 |
| 1M High / 1M Low: |
1.15 |
0.77 |
| 6M High / 6M Low: |
1.19 |
0.63 |
| High (YTD): |
10/09/2024 |
1.19 |
| Low (YTD): |
02/01/2024 |
0.44 |
| 52W High: |
10/09/2024 |
1.19 |
| 52W Low: |
29/12/2023 |
0.43 |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.77 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
104.15% |
| Volatility 6M: |
|
91.03% |
| Volatility 1Y: |
|
87.49% |
| Volatility 3Y: |
|
- |
