BNP Paribas Put 22 CSIQ 17.01.2025
/ DE000PC5CYV9
BNP Paribas Put 22 CSIQ 17.01.202.../ DE000PC5CYV9 /
| 6/18/2024 8:33:48 AM |
Chg.+0.020 |
Bid5:30:55 PM |
Ask5:30:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+3.28% |
0.640
Bid Size: 44,000 |
0.650
Ask Size: 44,000 |
Canadian Solar Inc |
22.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
PC5CYV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
2/21/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.48 |
| Parity: |
0.52 |
| Time value: |
0.13 |
| Break-even: |
13.98 |
| Moneyness: |
1.34 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
-0.60 |
| Theta: |
-0.01 |
| Omega: |
-1.41 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
-4.55% |
| 3 Months |
|
|
+23.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.520 |
| 1M High / 1M Low: |
0.680 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.553 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
