BNP Paribas Put 30 CSIQ 19.12.2025
/ DE000PC1LWY7
BNP Paribas Put 30 CSIQ 19.12.202.../ DE000PC1LWY7 /
| 2024-09-23 9:53:38 AM |
Chg.+0.03 |
Bid4:38:06 PM |
Ask4:38:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
+2.08% |
1.47
Bid Size: 100,000 |
1.49
Ask Size: 100,000 |
Canadian Solar Inc |
30.00 USD |
2025-12-19 |
Put |
Master data
| WKN: |
PC1LWY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-0.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.54 |
| Parity: |
1.43 |
| Time value: |
0.06 |
| Break-even: |
11.98 |
| Moneyness: |
2.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.36% |
| Delta: |
-0.65 |
| Theta: |
0.00 |
| Omega: |
-0.55 |
| Rho: |
-0.29 |
Quote data
| Open: |
1.47 |
| High: |
1.47 |
| Low: |
1.47 |
| Previous Close: |
1.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.68% |
| 1 Month |
|
|
-6.37% |
| 3 Months |
|
|
+5.00% |
| YTD |
|
|
+67.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.43 |
| 1M High / 1M Low: |
1.64 |
1.43 |
| 6M High / 6M Low: |
1.64 |
1.14 |
| High (YTD): |
2024-09-10 |
1.64 |
| Low (YTD): |
2024-01-02 |
0.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.20% |
| Volatility 6M: |
|
53.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
