BNP Paribas Put 30 CSIQ 17.01.2025
/ DE000PN7E8N0
BNP Paribas Put 30 CSIQ 17.01.202.../ DE000PN7E8N0 /
| 26/07/2024 20:20:56 |
Chg.-0.020 |
Bid26/07/2024 |
Ask26/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
-1.60% |
1.230
Bid Size: 86,000 |
1.240
Ask Size: 86,000 |
Canadian Solar Inc |
30.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
17/08/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.50 |
| Parity: |
1.27 |
| Time value: |
0.03 |
| Break-even: |
14.65 |
| Moneyness: |
1.85 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
-0.79 |
| Theta: |
0.00 |
| Omega: |
-0.91 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.280 |
| High: |
1.280 |
| Low: |
1.210 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.38% |
| 1 Month |
|
|
-11.51% |
| 3 Months |
|
|
-11.51% |
| YTD |
|
|
+78.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
1.250 |
| 1M High / 1M Low: |
1.490 |
1.180 |
| 6M High / 6M Low: |
1.490 |
0.820 |
| High (YTD): |
01/07/2024 |
1.490 |
| Low (YTD): |
02/01/2024 |
0.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.325 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.162 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.79% |
| Volatility 6M: |
|
68.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
