BNP Paribas Put 25 CSIQ 20.12.2024
/ DE000PN77DC4
BNP Paribas Put 25 CSIQ 20.12.202.../ DE000PN77DC4 /
| 18/09/2024 08:19:13 |
Chg.-0.04 |
Bid16:42:03 |
Ask16:42:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.99EUR |
-3.88% |
0.96
Bid Size: 96,000 |
0.97
Ask Size: 96,000 |
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: |
-1.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.54 |
| Parity: |
0.98 |
| Time value: |
0.02 |
| Break-even: |
12.48 |
| Moneyness: |
1.78 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.01% |
| Delta: |
-0.85 |
| Theta: |
-0.01 |
| Omega: |
-1.08 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.99 |
| High: |
0.99 |
| Low: |
0.99 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.91% |
| 1 Month |
|
|
+4.21% |
| 3 Months |
|
|
+16.47% |
| YTD |
|
|
+130.23% |
| 1 Year |
|
|
+115.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
1.00 |
| 1M High / 1M Low: |
1.19 |
0.92 |
| 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: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.74 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
99.20% |
| Volatility 6M: |
|
89.87% |
| Volatility 1Y: |
|
84.06% |
| Volatility 3Y: |
|
- |
