BNP Paribas Put 25 CSIQ 20.12.2024
/ DE000PN77DC4
BNP Paribas Put 25 CSIQ 20.12.202.../ DE000PN77DC4 /
| 30/08/2024 21:20:41 |
Chg.-0.010 |
Bid21:54:09 |
Ask21:54:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
-0.88% |
1.120
Bid Size: 50,000 |
1.130
Ask Size: 50,000 |
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: |
-1.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.53 |
| Parity: |
1.12 |
| Time value: |
0.01 |
| Break-even: |
11.33 |
| Moneyness: |
1.98 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
-0.86 |
| Theta: |
0.00 |
| Omega: |
-0.87 |
| Rho: |
-0.06 |
Quote data
| Open: |
1.130 |
| High: |
1.130 |
| Low: |
1.110 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+69.70% |
| YTD |
|
|
+160.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
1.040 |
| 1M High / 1M Low: |
1.140 |
0.800 |
| 6M High / 6M Low: |
1.140 |
0.610 |
| High (YTD): |
22/08/2024 |
1.140 |
| Low (YTD): |
02/01/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.017 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.849 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.16% |
| Volatility 6M: |
|
91.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
