BNP Paribas Call 18 CSIQ 17.01.2025
/ DE000PZ09Y70
BNP Paribas Call 18 CSIQ 17.01.20.../ DE000PZ09Y70 /
| 2024-09-20 9:28:15 AM |
Chg.-0.020 |
Bid6:01:04 PM |
Ask6:01:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-18.18% |
0.079
Bid Size: 100,000 |
0.091
Ask Size: 100,000 |
Canadian Solar Inc |
18.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PZ09Y7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.54 |
| Parity: |
-0.33 |
| Time value: |
0.11 |
| Break-even: |
17.23 |
| Moneyness: |
0.80 |
| Premium: |
0.34 |
| Premium p.a.: |
1.46 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
4.36 |
| Rho: |
0.01 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-64.00% |
| YTD |
|
|
-91.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.081 |
| 1M High / 1M Low: |
0.150 |
0.039 |
| 6M High / 6M Low: |
0.500 |
0.039 |
| High (YTD): |
2024-01-02 |
1.010 |
| Low (YTD): |
2024-09-09 |
0.039 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.092 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.078 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.260 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
371.43% |
| Volatility 6M: |
|
230.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
