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BNP Paribas Call 35 CSIQ 17.01.20.../  DE000PN3P2J2  /

EUWAX
2024-06-03  9:22:12 AM Chg.0.000 Bid10:05:26 AM Ask10:05:26 AM Underlying Strike price Expiration date Option type
0.100EUR 0.00% 0.100
Bid Size: 22,000		 0.120
Ask Size: 22,000		 Canadian Solar Inc 35.00 USD 2025-01-17 Call
 

Master data

WKN: PN3P2J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 35.00 USD
Maturity: 2025-01-17
Issue date: 2023-05-22
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.45
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.47
Parity: -1.42
Time value: 0.11
Break-even: 33.35
Moneyness: 0.56
Premium: 0.84
Premium p.a.: 1.66
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.24
Theta: -0.01
Omega: 3.91
Rho: 0.02
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.46%
1 Month  
+61.29%
3 Months
  -41.18%
YTD
  -72.22%
1 Year
  -92.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.075
1M High / 1M Low: 0.100 0.040
6M High / 6M Low: 0.360 0.040
High (YTD): 2024-01-02 0.340
Low (YTD): 2024-05-20 0.040
52W High: 2023-06-16 1.470
52W Low: 2024-05-20 0.040
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.064
Avg. volume 1M:   0.000
Avg. price 6M:   0.159
Avg. volume 6M:   0.000
Avg. price 1Y:   0.422
Avg. volume 1Y:   0.000
Volatility 1M:   340.27%
Volatility 6M:   220.42%
Volatility 1Y:   173.95%
Volatility 3Y:   -