BNP Paribas Put 14 CSIQ 20.12.2024
/ DE000PC8HE57
BNP Paribas Put 14 CSIQ 20.12.202.../ DE000PC8HE57 /
2024-09-23 9:20:53 PM |
Chg.-0.030 |
Bid9:47:32 PM |
Ask9:47:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
-17.65% |
0.140 Bid Size: 50,000 |
0.150 Ask Size: 50,000 |
Canadian Solar Inc |
14.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
PC8HE5 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Canadian Solar Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
14.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-17 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.73 |
Historic volatility: |
0.54 |
Parity: |
0.00 |
Time value: |
0.17 |
Break-even: |
10.85 |
Moneyness: |
1.00 |
Premium: |
0.14 |
Premium p.a.: |
0.71 |
Spread abs.: |
0.01 |
Spread %: |
6.25% |
Delta: |
-0.42 |
Theta: |
-0.01 |
Omega: |
-3.08 |
Rho: |
-0.02 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.140 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-22.22% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-22.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.140 |
1M High / 1M Low: |
0.270 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.162 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.213 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |