BNP Paribas Put 18 CSIQ 21.06.2024
/ DE000PZ09ZF7
BNP Paribas Put 18 CSIQ 21.06.202.../ DE000PZ09ZF7 /
31/05/2024 21:20:51 |
Chg.-0.007 |
Bid21:59:14 |
Ask21:59:14 |
Underlying |
Strike price |
Expiration date |
Option type |
0.045EUR |
-13.46% |
0.044 Bid Size: 24,000 |
0.091 Ask Size: 24,000 |
Canadian Solar Inc |
18.00 USD |
21/06/2024 |
Put |
Master data
WKN: |
PZ09ZF |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Canadian Solar Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
18.00 USD |
Maturity: |
21/06/2024 |
Issue date: |
10/11/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-19.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.97 |
Historic volatility: |
0.47 |
Parity: |
-0.15 |
Time value: |
0.09 |
Break-even: |
15.68 |
Moneyness: |
0.92 |
Premium: |
0.13 |
Premium p.a.: |
8.89 |
Spread abs.: |
0.05 |
Spread %: |
106.82% |
Delta: |
-0.31 |
Theta: |
-0.04 |
Omega: |
-6.09 |
Rho: |
0.00 |
Quote data
Open: |
0.048 |
High: |
0.056 |
Low: |
0.044 |
Previous Close: |
0.052 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-55.00% |
1 Month |
|
|
-83.33% |
3 Months |
|
|
-65.38% |
YTD |
|
|
-48.28% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.045 |
1M High / 1M Low: |
0.260 |
0.045 |
6M High / 6M Low: |
0.390 |
0.045 |
High (YTD): |
19/04/2024 |
0.390 |
Low (YTD): |
31/05/2024 |
0.045 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.066 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.160 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.163 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
391.66% |
Volatility 6M: |
|
237.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |