BNP Paribas Put 20 CSIQ 16.01.2026
/ DE000PC1LWZ4
BNP Paribas Put 20 CSIQ 16.01.202.../ DE000PC1LWZ4 /
| 21/06/2024 13:21:13 |
Chg.0.000 |
Bid21/06/2024 |
Ask21/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
0.00% |
0.660
Bid Size: 41,000 |
0.690
Ask Size: 41,000 |
Canadian Solar Inc |
20.00 USD |
16/01/2026 |
Put |
Master data
| WKN: |
PC1LWZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.48 |
| Parity: |
0.37 |
| Time value: |
0.31 |
| Break-even: |
11.88 |
| Moneyness: |
1.25 |
| Premium: |
0.21 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
3.03% |
| Delta: |
-0.41 |
| Theta: |
0.00 |
| Omega: |
-0.90 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.20% |
| 1 Month |
|
|
-1.49% |
| 3 Months |
|
|
+15.79% |
| YTD |
|
|
+65.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.610 |
| 1M High / 1M Low: |
0.670 |
0.520 |
| 6M High / 6M Low: |
0.780 |
0.400 |
| High (YTD): |
19/04/2024 |
0.780 |
| Low (YTD): |
02/01/2024 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.640 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.586 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.564 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.61% |
| Volatility 6M: |
|
63.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
