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

Frankfurt Zert./BNP
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:   -