BNP Paribas Put 30 CSIQ 17.01.2025
/ DE000PN7E8N0
BNP Paribas Put 30 CSIQ 17.01.202.../ DE000PN7E8N0 /
| 7/17/2024 8:36:53 AM |
Chg.-0.09 |
Bid5:03:49 PM |
Ask5:03:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
-6.77% |
1.28
Bid Size: 88,000 |
1.29
Ask Size: 88,000 |
Canadian Solar Inc |
30.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
PN7E8N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
8/17/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.50 |
| Parity: |
1.21 |
| Time value: |
0.04 |
| Break-even: |
15.02 |
| Moneyness: |
1.79 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
-0.78 |
| Theta: |
0.00 |
| Omega: |
-0.95 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.24 |
| High: |
1.24 |
| Low: |
1.24 |
| Previous Close: |
1.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.46% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-11.43% |
| YTD |
|
|
+79.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.19 |
| 1M High / 1M Low: |
1.49 |
1.19 |
| 6M High / 6M Low: |
1.49 |
0.82 |
| High (YTD): |
7/2/2024 |
1.49 |
| Low (YTD): |
1/2/2024 |
0.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.30% |
| Volatility 6M: |
|
71.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
