BNP Paribas Put 22 CSIQ 20.12.2024
/ DE000PC5CYU1
BNP Paribas Put 22 CSIQ 20.12.202.../ DE000PC5CYU1 /
| 2024-06-07 8:32:46 AM |
Chg.+0.020 |
Bid4:22:58 PM |
Ask4:22:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+4.08% |
0.530
Bid Size: 38,000 |
0.540
Ask Size: 38,000 |
Canadian Solar Inc |
22.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC5CYU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.47 |
| Parity: |
0.34 |
| Time value: |
0.19 |
| Break-even: |
14.90 |
| Moneyness: |
1.20 |
| Premium: |
0.11 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
-0.53 |
| Theta: |
-0.01 |
| Omega: |
-1.68 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.51% |
| 1 Month |
|
|
-13.56% |
| 3 Months |
|
|
+6.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.450 |
| 1M High / 1M Low: |
0.670 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.560 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
