BNP Paribas Put 22 CSIQ 21.06.2024
/ DE000PZ09ZH3
BNP Paribas Put 22 CSIQ 21.06.202.../ DE000PZ09ZH3 /
| 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 |
| 0.570EUR |
+3.64% |
0.580
Bid Size: 42,000 |
0.590
Ask Size: 42,000 |
Canadian Solar Inc |
22.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
PZ09ZH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 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: |
-2.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.45 |
| Parity: |
0.55 |
| Time value: |
0.01 |
| Break-even: |
14.64 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
-0.87 |
| Theta: |
-0.01 |
| Omega: |
-2.30 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.550 |
| High: |
0.570 |
| Low: |
0.550 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.56% |
| 1 Month |
|
|
-12.31% |
| 3 Months |
|
|
+137.50% |
| YTD |
|
|
+216.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.450 |
| 1M High / 1M Low: |
0.720 |
0.420 |
| 6M High / 6M Low: |
0.720 |
0.180 |
| High (YTD): |
2024-04-19 |
0.720 |
| Low (YTD): |
2024-01-02 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.573 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.362 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.42% |
| Volatility 6M: |
|
152.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
