BNP Paribas Put 20 CSIQ 21.06.2024
/ DE000PZ09ZG5
BNP Paribas Put 20 CSIQ 21.06.202.../ DE000PZ09ZG5 /
| 2024-05-17 9:20:41 PM |
Chg.+0.020 |
Bid9:55:05 PM |
Ask9:55:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+5.41% |
0.400
Bid Size: 44,000 |
0.410
Ask Size: 44,000 |
Canadian Solar Inc |
20.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
PZ09ZG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 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: |
-3.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.45 |
| Parity: |
0.36 |
| Time value: |
0.03 |
| Break-even: |
14.50 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
-0.80 |
| Theta: |
-0.01 |
| Omega: |
-3.02 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.380 |
| High: |
0.390 |
| Low: |
0.370 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.30% |
| 1 Month |
|
|
-18.75% |
| 3 Months |
|
|
+143.75% |
| YTD |
|
|
+200.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.290 |
| 1M High / 1M Low: |
0.550 |
0.280 |
| 6M High / 6M Low: |
0.550 |
0.130 |
| High (YTD): |
2024-04-19 |
0.550 |
| Low (YTD): |
2024-01-02 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.408 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.255 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.98% |
| Volatility 6M: |
|
179.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
