BNP Paribas Put 22 CSIQ 20.12.2024
/ DE000PC5CYU1
BNP Paribas Put 22 CSIQ 20.12.202.../ DE000PC5CYU1 /
| 2024-09-23 9:44:55 AM |
Chg.+0.030 |
Bid9:16:34 PM |
Ask9:16:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+4.29% |
0.690
Bid Size: 100,000 |
0.700
Ask Size: 100,000 |
Canadian Solar Inc |
22.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC5CYU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.54 |
| Parity: |
0.71 |
| Time value: |
0.03 |
| Break-even: |
12.31 |
| Moneyness: |
1.57 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
-0.81 |
| Theta: |
-0.01 |
| Omega: |
-1.38 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.35% |
| 1 Month |
|
|
-14.12% |
| 3 Months |
|
|
+12.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.670 |
| 1M High / 1M Low: |
0.920 |
0.670 |
| 6M High / 6M Low: |
0.920 |
0.450 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.812 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.659 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.37% |
| Volatility 6M: |
|
106.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
