BNP Paribas Put 15 CSIQ 20.09.2024
/ DE000PC9PZ02
BNP Paribas Put 15 CSIQ 20.09.202.../ DE000PC9PZ02 /
| 2024-06-21 9:20:39 PM |
Chg.+0.010 |
Bid9:45:31 PM |
Ask9:45:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+7.14% |
0.150
Bid Size: 50,000 |
0.160
Ask Size: 50,000 |
Canadian Solar Inc |
15.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC9PZ0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.48 |
| Parity: |
-0.10 |
| Time value: |
0.15 |
| Break-even: |
12.51 |
| Moneyness: |
0.94 |
| Premium: |
0.16 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
-0.35 |
| Theta: |
-0.01 |
| Omega: |
-3.48 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.140 |
| High: |
0.150 |
| Low: |
0.140 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.36% |
| 1 Month |
|
|
-6.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.110 |
| 1M High / 1M Low: |
0.160 |
0.071 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.130 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
