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BNP Paribas Put 25 CSIQ 20.12.202.../  DE000PN77DC4  /

Frankfurt Zert./BNP
10/4/2024  9:20:40 PM Chg.-0.050 Bid9:55:07 PM Ask9:55:07 PM Underlying Strike price Expiration date Option type
0.860EUR -5.49% 0.850
Bid Size: 46,000		 0.860
Ask Size: 46,000		 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: -1.68
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.83
Implied volatility: 0.84
Historic volatility: 0.56
Parity: 0.83
Time value: 0.03
Break-even: 14.18
Moneyness: 1.58
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.18%
Delta: -0.84
Theta: -0.01
Omega: -1.40
Rho: -0.04
 

Quote data

Open: 0.910
High: 0.910
Low: 0.830
Previous Close: 0.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.17%
1 Month
  -27.12%
3 Months
  -7.53%
YTD  
+100.00%
1 Year  
+32.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.770
1M High / 1M Low: 1.180 0.770
6M High / 6M Low: 1.180 0.630
High (YTD): 9/9/2024 1.180
Low (YTD): 1/2/2024 0.450
52W High: 9/9/2024 1.180
52W Low: 12/29/2023 0.430
Avg. price 1W:   0.844
Avg. volume 1W:   0.000
Avg. price 1M:   0.963
Avg. volume 1M:   0.000
Avg. price 6M:   0.907
Avg. volume 6M:   0.000
Avg. price 1Y:   0.764
Avg. volume 1Y:   0.000
Volatility 1M:   94.34%
Volatility 6M:   94.37%
Volatility 1Y:   88.14%
Volatility 3Y:   -