BNP Paribas Put 30 CSIQ 16.01.2026
/ DE000PC1LW15
BNP Paribas Put 30 CSIQ 16.01.202.../ DE000PC1LW15 /
| 04/07/2024 17:21:09 |
Chg.-0.010 |
Bid17:32:17 |
Ask17:32:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.410EUR |
-0.70% |
1.410
Bid Size: 25,000 |
1.470
Ask Size: 25,000 |
Canadian Solar Inc |
30.00 USD |
16/01/2026 |
Put |
Master data
| WKN: |
PC1LW1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-0.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.48 |
| Parity: |
1.32 |
| Time value: |
0.17 |
| Break-even: |
12.90 |
| Moneyness: |
1.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
4.93% |
| Delta: |
-0.53 |
| Theta: |
0.00 |
| Omega: |
-0.52 |
| Rho: |
-0.35 |
Quote data
| Open: |
1.420 |
| High: |
1.420 |
| Low: |
1.410 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.40% |
| 1 Month |
|
|
+16.53% |
| 3 Months |
|
|
+14.63% |
| YTD |
|
|
+60.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
1.420 |
| 1M High / 1M Low: |
1.520 |
1.210 |
| 6M High / 6M Low: |
1.540 |
0.960 |
| High (YTD): |
19/04/2024 |
1.540 |
| Low (YTD): |
02/01/2024 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.355 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.230 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.20% |
| Volatility 6M: |
|
50.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
