BNP Paribas Put 25 CSIQ 20.12.2024
/ DE000PN77DC4
BNP Paribas Put 25 CSIQ 20.12.202.../ DE000PN77DC4 /
7/26/2024 5:21:11 PM |
Chg.-0.020 |
Bid5:58:39 PM |
Ask5:58:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
-2.44% |
0.790 Bid Size: 98,000 |
0.800 Ask Size: 98,000 |
Canadian Solar Inc |
25.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
9/7/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.81 |
Implied volatility: |
0.73 |
Historic volatility: |
0.50 |
Parity: |
0.81 |
Time value: |
0.05 |
Break-even: |
14.44 |
Moneyness: |
1.54 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.18% |
Delta: |
-0.75 |
Theta: |
-0.01 |
Omega: |
-1.31 |
Rho: |
-0.08 |
Quote data
Open: |
0.850 |
High: |
0.850 |
Low: |
0.800 |
Previous Close: |
0.820 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.05% |
1 Month |
|
|
-14.89% |
3 Months |
|
|
-16.67% |
YTD |
|
|
+86.05% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.820 |
1M High / 1M Low: |
1.030 |
0.760 |
6M High / 6M Low: |
1.040 |
0.510 |
High (YTD): |
4/19/2024 |
1.040 |
Low (YTD): |
1/2/2024 |
0.450 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.860 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.888 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.766 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.15% |
Volatility 6M: |
|
88.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |