BNP Paribas Put 35 CSIQ 16.01.2026
/ DE000PC25WN3
BNP Paribas Put 35 CSIQ 16.01.202.../ DE000PC25WN3 /
8/30/2024 1:21:11 PM |
Chg.-0.010 |
Bid8/30/2024 |
Ask8/30/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.020EUR |
-0.49% |
2.020 Bid Size: 49,000 |
2.050 Ask Size: 49,000 |
Canadian Solar Inc |
35.00 USD |
1/16/2026 |
Put |
Master data
WKN: |
PC25WN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Canadian Solar Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
35.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
1/10/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-0.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.03 |
Intrinsic value: |
2.03 |
Implied volatility: |
0.90 |
Historic volatility: |
0.53 |
Parity: |
2.03 |
Time value: |
0.02 |
Break-even: |
11.09 |
Moneyness: |
2.80 |
Premium: |
0.02 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.02 |
Spread %: |
0.99% |
Delta: |
-0.65 |
Theta: |
0.00 |
Omega: |
-0.36 |
Rho: |
-0.38 |
Quote data
Open: |
2.030 |
High: |
2.030 |
Low: |
2.020 |
Previous Close: |
2.030 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.59% |
1 Month |
|
|
+13.48% |
3 Months |
|
|
+29.49% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.030 |
1.940 |
1M High / 1M Low: |
2.040 |
1.740 |
6M High / 6M Low: |
2.040 |
1.460 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.984 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.919 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.755 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.64% |
Volatility 6M: |
|
45.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |