BNP Paribas Put 30 CSIQ 17.01.2025
/ DE000PN7E8N0
BNP Paribas Put 30 CSIQ 17.01.202.../ DE000PN7E8N0 /
8/29/2024 9:20:41 PM |
Chg.0.000 |
Bid9:52:56 PM |
Ask9:52:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.580EUR |
0.00% |
1.580 Bid Size: 50,000 |
1.590 Ask Size: 50,000 |
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: |
-0.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.58 |
Intrinsic value: |
1.58 |
Implied volatility: |
1.04 |
Historic volatility: |
0.53 |
Parity: |
1.58 |
Time value: |
0.01 |
Break-even: |
11.07 |
Moneyness: |
2.42 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.01 |
Spread %: |
0.63% |
Delta: |
-0.85 |
Theta: |
0.00 |
Omega: |
-0.59 |
Rho: |
-0.10 |
Quote data
Open: |
1.580 |
High: |
1.590 |
Low: |
1.570 |
Previous Close: |
1.580 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.63% |
1 Month |
|
|
+27.42% |
3 Months |
|
|
+50.48% |
YTD |
|
|
+128.99% |
1 Year |
|
|
+143.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.590 |
1.480 |
1M High / 1M Low: |
1.590 |
1.230 |
6M High / 6M Low: |
1.590 |
0.960 |
High (YTD): |
8/22/2024 |
1.590 |
Low (YTD): |
1/2/2024 |
0.730 |
52W High: |
8/22/2024 |
1.590 |
52W Low: |
8/30/2023 |
0.620 |
Avg. price 1W: |
|
1.532 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.433 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.261 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.076 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
81.61% |
Volatility 6M: |
|
69.45% |
Volatility 1Y: |
|
68.61% |
Volatility 3Y: |
|
- |