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BNP Paribas Put 30 CSIQ 17.01.202.../  DE000PN7E8N0  /

Frankfurt Zert./BNP
10/4/2024  9:20:40 PM Chg.-0.050 Bid9:59:05 PM Ask9:59:05 PM Underlying Strike price Expiration date Option type
1.300EUR -3.70% 1.300
Bid Size: 43,000		 1.310
Ask Size: 43,000		 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: -1.10
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 1.29
Implied volatility: 0.92
Historic volatility: 0.56
Parity: 1.29
Time value: 0.02
Break-even: 14.23
Moneyness: 1.89
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.77%
Delta: -0.85
Theta: -0.01
Omega: -0.94
Rho: -0.07
 

Quote data

Open: 1.360
High: 1.360
Low: 1.280
Previous Close: 1.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.84%
1 Month
  -17.20%
3 Months
  -4.41%
YTD  
+88.41%
1 Year  
+27.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.350 1.210
1M High / 1M Low: 1.630 1.210
6M High / 6M Low: 1.630 1.010
High (YTD): 9/9/2024 1.630
Low (YTD): 1/2/2024 0.730
52W High: 9/9/2024 1.630
52W Low: 12/29/2023 0.690
Avg. price 1W:   1.284
Avg. volume 1W:   0.000
Avg. price 1M:   1.416
Avg. volume 1M:   0.000
Avg. price 6M:   1.337
Avg. volume 6M:   0.000
Avg. price 1Y:   1.148
Avg. volume 1Y:   0.000
Volatility 1M:   65.22%
Volatility 6M:   69.65%
Volatility 1Y:   68.57%
Volatility 3Y:   -