BNP Paribas Put 25 CSIQ 20.12.2024
/ DE000PN77DC4
BNP Paribas Put 25 CSIQ 20.12.202.../ DE000PN77DC4 /
| 2024-07-25 9:20:39 PM |
Chg.-0.060 |
Bid9:53:37 PM |
Ask9:53:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-6.82% |
0.850
Bid Size: 49,000 |
0.860
Ask Size: 49,000 |
Canadian Solar Inc |
25.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.50 |
| Parity: |
0.84 |
| Time value: |
0.05 |
| Break-even: |
14.17 |
| Moneyness: |
1.58 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
-0.76 |
| Theta: |
-0.01 |
| Omega: |
-1.24 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.820 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.20% |
| 1 Month |
|
|
-12.77% |
| 3 Months |
|
|
-18.00% |
| YTD |
|
|
+90.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.830 |
| 1M High / 1M Low: |
1.030 |
0.760 |
| 6M High / 6M Low: |
1.040 |
0.510 |
| High (YTD): |
2024-04-19 |
1.040 |
| Low (YTD): |
2024-01-02 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.893 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.764 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.54% |
| Volatility 6M: |
|
87.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
