BNP Paribas Put 20 CSIQ 21.06.2024
/ DE000PZ09ZG5
BNP Paribas Put 20 CSIQ 21.06.202.../ DE000PZ09ZG5 /
| 2024-06-07 9:52:10 AM |
Chg.+0.020 |
Bid5:33:34 PM |
Ask5:33:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+12.50% |
0.200
Bid Size: 38,000 |
0.210
Ask Size: 38,000 |
Canadian Solar Inc |
20.00 USD |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-06-20 |
| 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: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.46% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
+38.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.120 |
| 1M High / 1M Low: |
0.410 |
0.120 |
| 6M High / 6M Low: |
0.550 |
0.120 |
| High (YTD): |
2024-04-19 |
0.550 |
| Low (YTD): |
2024-06-03 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.249 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.79% |
| Volatility 6M: |
|
194.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
