BNP Paribas Put 20 CSIQ 16.01.202.../  DE000PC1LWZ4  /

EUWAX
2024-05-31  9:16:32 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.540EUR -1.82% -
Bid Size: -
-
Ask Size: -
Canadian Solar Inc 20.00 USD 2026-01-16 Put
 

Master data

WKN: PC1LWZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Put
Strike price: 20.00 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: -3.29
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.03
Implied volatility: 0.67
Historic volatility: 0.47
Parity: 0.03
Time value: 0.52
Break-even: 12.94
Moneyness: 1.02
Premium: 0.29
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 3.77%
Delta: -0.32
Theta: 0.00
Omega: -1.04
Rho: -0.18
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -20.59%
3 Months  
+3.85%
YTD  
+35.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.540
1M High / 1M Low: 0.680 0.540
6M High / 6M Low: - -
High (YTD): 2024-04-22 0.770
Low (YTD): 2024-01-03 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   0.560
Avg. volume 1W:   0.000
Avg. price 1M:   0.624
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -