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: |
|
- |