BNP Paribas Call 18 CSIQ 20.12.2024
/ DE000PZ09Y47
BNP Paribas Call 18 CSIQ 20.12.20.../ DE000PZ09Y47 /
| 2024-05-31 9:48:15 AM |
Chg.0.000 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Canadian Solar Inc |
18.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ09Y4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.47 |
| Parity: |
0.15 |
| Time value: |
0.32 |
| Break-even: |
21.29 |
| Moneyness: |
1.09 |
| Premium: |
0.18 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
2.62 |
| Rho: |
0.04 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.29% |
| 1 Month |
|
|
+43.75% |
| 3 Months |
|
|
-25.81% |
| YTD |
|
|
-55.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.380 |
| 1M High / 1M Low: |
0.460 |
0.240 |
| 6M High / 6M Low: |
1.030 |
0.220 |
| High (YTD): |
2024-01-02 |
1.000 |
| Low (YTD): |
2024-04-26 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.573 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.66% |
| Volatility 6M: |
|
158.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
