BNP Paribas Put 22 CSIQ 21.06.2024
/ DE000PZ09ZH3
BNP Paribas Put 22 CSIQ 21.06.202.../ DE000PZ09ZH3 /
| 07/06/2024 09:52:10 |
Chg.+0.030 |
Bid15:35:17 |
Ask15:35:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+9.68% |
0.380
Bid Size: 9,500 |
0.390
Ask Size: 9,500 |
Canadian Solar Inc |
22.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
PZ09ZH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.47 |
| Parity: |
0.34 |
| Time value: |
0.02 |
| Break-even: |
16.60 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
-0.83 |
| Theta: |
-0.03 |
| Omega: |
-3.86 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.77% |
| 1 Month |
|
|
-26.09% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+88.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.250 |
| 1M High / 1M Low: |
0.580 |
0.250 |
| 6M High / 6M Low: |
0.720 |
0.180 |
| High (YTD): |
19/04/2024 |
0.720 |
| Low (YTD): |
02/01/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.416 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.362 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.36% |
| Volatility 6M: |
|
161.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
