BNP Paribas Call 22 CSIQ 17.01.2025
/ DE000PZ09Y54
BNP Paribas Call 22 CSIQ 17.01.20.../ DE000PZ09Y54 /
| 2024-09-20 9:28:15 AM |
Chg.-0.008 |
Bid8:39:02 PM |
Ask8:39:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
-16.00% |
0.035
Bid Size: 100,000 |
0.091
Ask Size: 100,000 |
Canadian Solar Inc |
22.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PZ09Y5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 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: |
14.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.54 |
| Parity: |
-0.69 |
| Time value: |
0.09 |
| Break-even: |
20.62 |
| Moneyness: |
0.65 |
| Premium: |
0.60 |
| Premium p.a.: |
3.27 |
| Spread abs.: |
0.05 |
| Spread %: |
111.63% |
| Delta: |
0.28 |
| Theta: |
-0.01 |
| Omega: |
4.02 |
| Rho: |
0.01 |
Quote data
| Open: |
0.042 |
| High: |
0.042 |
| Low: |
0.042 |
| Previous Close: |
0.050 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
-42.47% |
| 3 Months |
|
|
-72.00% |
| YTD |
|
|
-94.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.050 |
0.037 |
| 1M High / 1M Low: |
0.073 |
0.026 |
| 6M High / 6M Low: |
0.350 |
0.026 |
| High (YTD): |
2024-01-02 |
0.800 |
| Low (YTD): |
2024-09-09 |
0.026 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.164 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.20% |
| Volatility 6M: |
|
237.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
