BNP Paribas Put 30 CSIQ 17.01.2025
/ DE000PN7E8N0
BNP Paribas Put 30 CSIQ 17.01.202.../ DE000PN7E8N0 /
| 6/27/2024 8:20:58 AM |
Chg.-0.010 |
Bid8:25:12 AM |
Ask8:25:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.380EUR |
-0.72% |
1.380
Bid Size: 22,000 |
1.400
Ask Size: 22,000 |
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: |
-1.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.48 |
| Parity: |
1.38 |
| Time value: |
0.01 |
| Break-even: |
14.11 |
| Moneyness: |
1.97 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
-0.80 |
| Theta: |
0.00 |
| Omega: |
-0.82 |
| Rho: |
-0.14 |
Quote data
| Open: |
1.380 |
| High: |
1.380 |
| Low: |
1.380 |
| Previous Close: |
1.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.55% |
| 1 Month |
|
|
+21.05% |
| 3 Months |
|
|
+28.97% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
1.320 |
| 1M High / 1M Low: |
1.390 |
1.010 |
| 6M High / 6M Low: |
1.480 |
0.690 |
| High (YTD): |
4/19/2024 |
1.480 |
| Low (YTD): |
1/2/2024 |
0.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.189 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.083 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.86% |
| Volatility 6M: |
|
70.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
