BNP Paribas Put 20 CSIQ 20.12.2024
/ DE000PZ09ZJ9
BNP Paribas Put 20 CSIQ 20.12.202.../ DE000PZ09ZJ9 /
| 6/21/2024 9:36:36 AM |
Chg.0.000 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Canadian Solar Inc |
20.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
PZ09ZJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.48 |
| Parity: |
0.37 |
| Time value: |
0.15 |
| Break-even: |
13.48 |
| Moneyness: |
1.25 |
| Premium: |
0.10 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-1.63 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.39% |
| 1 Month |
|
|
-1.92% |
| 3 Months |
|
|
+34.21% |
| YTD |
|
|
+112.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.410 |
| 1M High / 1M Low: |
0.520 |
0.350 |
| 6M High / 6M Low: |
0.640 |
0.240 |
| High (YTD): |
4/22/2024 |
0.640 |
| Low (YTD): |
1/2/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.421 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.397 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.31% |
| Volatility 6M: |
|
102.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
