BNP Paribas Put 20 CSIQ 21.06.2024
/ DE000PZ09ZG5
BNP Paribas Put 20 CSIQ 21.06.202.../ DE000PZ09ZG5 /
6/7/2024 7:20:55 PM |
Chg.+0.050 |
Bid6/7/2024 |
Ask6/7/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
+29.41% |
0.220 Bid Size: 38,000 |
0.230 Ask Size: 38,000 |
Canadian Solar Inc |
20.00 USD |
6/21/2024 |
Put |
Master data
WKN: |
PZ09ZG |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Canadian Solar Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 USD |
Maturity: |
6/21/2024 |
Issue date: |
11/10/2023 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.15 |
Implied volatility: |
0.79 |
Historic volatility: |
0.47 |
Parity: |
0.15 |
Time value: |
0.05 |
Break-even: |
16.36 |
Moneyness: |
1.09 |
Premium: |
0.03 |
Premium p.a.: |
1.04 |
Spread abs.: |
0.01 |
Spread %: |
5.26% |
Delta: |
-0.68 |
Theta: |
-0.03 |
Omega: |
-5.75 |
Rho: |
-0.01 |
Quote data
Open: |
0.180 |
High: |
0.220 |
Low: |
0.180 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+69.23% |
1 Month |
|
|
-21.43% |
3 Months |
|
|
0.00% |
YTD |
|
|
+69.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.100 |
1M High / 1M Low: |
0.430 |
0.100 |
6M High / 6M Low: |
0.550 |
0.100 |
High (YTD): |
4/19/2024 |
0.550 |
Low (YTD): |
6/3/2024 |
0.100 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.142 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.257 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.251 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
366.37% |
Volatility 6M: |
|
210.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |