BNP Paribas Put 20 CSIQ 17.01.2025
/ DE000PZ09ZK7
BNP Paribas Put 20 CSIQ 17.01.202.../ DE000PZ09ZK7 /
| 2024-06-19 9:52:49 AM |
Chg.+0.010 |
Bid1:54:43 PM |
Ask1:54:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+2.00% |
0.510
Bid Size: 50,000 |
0.540
Ask Size: 50,000 |
Canadian Solar Inc |
20.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
PZ09ZK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 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: |
-2.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.48 |
| Parity: |
0.36 |
| Time value: |
0.16 |
| Break-even: |
13.42 |
| Moneyness: |
1.24 |
| Premium: |
0.11 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
-0.54 |
| Theta: |
-0.01 |
| Omega: |
-1.58 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.60% |
| 1 Month |
|
|
-3.77% |
| 3 Months |
|
|
+21.43% |
| YTD |
|
|
+104.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.400 |
| 1M High / 1M Low: |
0.540 |
0.370 |
| 6M High / 6M Low: |
0.660 |
0.250 |
| High (YTD): |
2024-04-19 |
0.660 |
| Low (YTD): |
2024-01-02 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.436 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.410 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.05% |
| Volatility 6M: |
|
96.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
