BNP Paribas Put 25 CSIQ 16.01.2026
/ DE000PC1LW07
BNP Paribas Put 25 CSIQ 16.01.202.../ DE000PC1LW07 /
2024-05-24 6:21:18 PM |
Chg.-0.040 |
Bid6:24:53 PM |
Ask6:24:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
-4.30% |
0.890 Bid Size: 24,000 |
0.910 Ask Size: 24,000 |
Canadian Solar Inc |
25.00 USD |
2026-01-16 |
Put |
Master data
WKN: |
PC1LW0 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Canadian Solar Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
25.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2023-12-11 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.77 |
Intrinsic value: |
0.68 |
Implied volatility: |
0.69 |
Historic volatility: |
0.47 |
Parity: |
0.68 |
Time value: |
0.27 |
Break-even: |
13.62 |
Moneyness: |
1.42 |
Premium: |
0.17 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
2.15% |
Delta: |
-0.45 |
Theta: |
0.00 |
Omega: |
-0.78 |
Rho: |
-0.28 |
Quote data
Open: |
0.920 |
High: |
0.920 |
Low: |
0.880 |
Previous Close: |
0.930 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-11.00% |
1 Month |
|
|
-19.82% |
3 Months |
|
|
+11.25% |
YTD |
|
|
+43.55% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.020 |
0.910 |
1M High / 1M Low: |
1.110 |
0.910 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-19 |
1.140 |
Low (YTD): |
2024-01-02 |
0.640 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.974 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.996 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
63.29% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |