BNP Paribas Put 18 CSIQ 21.06.2024
/ DE000PZ09ZF7
BNP Paribas Put 18 CSIQ 21.06.202.../ DE000PZ09ZF7 /
| 2024-05-20 3:21:22 PM |
Chg.0.000 |
Bid3:29:08 PM |
Ask3:29:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
0.00% |
0.240
Bid Size: 10,000 |
0.260
Ask Size: 10,000 |
Canadian Solar Inc |
18.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
PZ09ZF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.45 |
| Parity: |
0.21 |
| Time value: |
0.04 |
| Break-even: |
14.06 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
-0.70 |
| Theta: |
-0.01 |
| Omega: |
-4.08 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.230 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.55% |
| 1 Month |
|
|
-41.03% |
| 3 Months |
|
|
+109.09% |
| YTD |
|
|
+164.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.160 |
| 1M High / 1M Low: |
0.360 |
0.150 |
| 6M High / 6M Low: |
0.390 |
0.087 |
| High (YTD): |
2024-04-19 |
0.390 |
| Low (YTD): |
2024-02-12 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.243 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.169 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
346.16% |
| Volatility 6M: |
|
220.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
