BNP Paribas Put 30 CSIQ 17.01.2025
/ DE000PN7E8N0
BNP Paribas Put 30 CSIQ 17.01.202.../ DE000PN7E8N0 /
30/08/2024 21:20:40 |
Chg.-0.010 |
Bid21:54:14 |
Ask21:54:14 |
Underlying |
Strike price |
Expiration date |
Option type |
1.570EUR |
-0.63% |
1.570 Bid Size: 50,000 |
1.580 Ask Size: 50,000 |
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: |
-0.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.57 |
Intrinsic value: |
1.57 |
Implied volatility: |
1.03 |
Historic volatility: |
0.53 |
Parity: |
1.57 |
Time value: |
0.01 |
Break-even: |
11.36 |
Moneyness: |
2.38 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.01 |
Spread %: |
0.64% |
Delta: |
-0.85 |
Theta: |
0.00 |
Omega: |
-0.61 |
Rho: |
-0.10 |
Quote data
Open: |
1.580 |
High: |
1.580 |
Low: |
1.560 |
Previous Close: |
1.580 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.37% |
1 Month |
|
|
+13.77% |
3 Months |
|
|
+50.96% |
YTD |
|
|
+127.54% |
1 Year |
|
|
+149.21% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.580 |
1.480 |
1M High / 1M Low: |
1.590 |
1.380 |
6M High / 6M Low: |
1.590 |
0.960 |
High (YTD): |
22/08/2024 |
1.590 |
Low (YTD): |
02/01/2024 |
0.730 |
52W High: |
22/08/2024 |
1.590 |
52W Low: |
01/09/2023 |
0.630 |
Avg. price 1W: |
|
1.546 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.470 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.268 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.085 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
70.36% |
Volatility 6M: |
|
69.17% |
Volatility 1Y: |
|
68.56% |
Volatility 3Y: |
|
- |