BNP Paribas Put 30 CSIQ 20.12.2024
/ DE000PN7E129
BNP Paribas Put 30 CSIQ 20.12.202.../ DE000PN7E129 /
| 2024-07-26 8:34:49 AM |
Chg.-0.03 |
Bid5:43:40 PM |
Ask5:43:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
-2.29% |
1.22
Bid Size: 84,000 |
1.23
Ask Size: 84,000 |
Canadian Solar Inc |
30.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PN7E12 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.50 |
| Parity: |
1.27 |
| Time value: |
0.02 |
| Break-even: |
14.75 |
| Moneyness: |
1.85 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
-0.82 |
| Theta: |
0.00 |
| Omega: |
-0.95 |
| Rho: |
-0.10 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
-7.25% |
| 3 Months |
|
|
-11.11% |
| YTD |
|
|
+88.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.24 |
| 1M High / 1M Low: |
1.49 |
1.18 |
| 6M High / 6M Low: |
1.49 |
0.80 |
| High (YTD): |
2024-07-02 |
1.49 |
| Low (YTD): |
2024-01-02 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.23% |
| Volatility 6M: |
|
69.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
