BNP Paribas Put 25 CSIQ 20.12.2024
/ DE000PN77DC4
BNP Paribas Put 25 CSIQ 20.12.202.../ DE000PN77DC4 /
| 7/17/2024 8:17:15 AM |
Chg.-0.070 |
Bid7:05:53 PM |
Ask7:05:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-7.87% |
0.860
Bid Size: 100,000 |
0.870
Ask Size: 100,000 |
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: |
-1.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.50 |
| Parity: |
0.75 |
| Time value: |
0.07 |
| Break-even: |
14.73 |
| Moneyness: |
1.49 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.23% |
| Delta: |
-0.72 |
| Theta: |
-0.01 |
| Omega: |
-1.35 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.89% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-15.46% |
| YTD |
|
|
+90.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.760 |
| 1M High / 1M Low: |
1.040 |
0.760 |
| 6M High / 6M Low: |
1.040 |
0.510 |
| High (YTD): |
7/2/2024 |
1.040 |
| Low (YTD): |
1/2/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.895 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.749 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.19% |
| Volatility 6M: |
|
90.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
