BNP Paribas Put 25 CSIQ 20.12.2024
/ DE000PN77DC4
BNP Paribas Put 25 CSIQ 20.12.202.../ DE000PN77DC4 /
| 2024-06-07 8:16:55 AM |
Chg.+0.020 |
Bid9:00:12 PM |
Ask9:00:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+2.86% |
0.780
Bid Size: 42,000 |
0.790
Ask Size: 42,000 |
Canadian Solar Inc |
25.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PN77DC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.47 |
| Parity: |
0.61 |
| Time value: |
0.12 |
| Break-even: |
15.65 |
| Moneyness: |
1.36 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
-0.63 |
| Theta: |
-0.01 |
| Omega: |
-1.46 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
-11.11% |
| 3 Months |
|
|
+9.09% |
| YTD |
|
|
+67.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.630 |
| 1M High / 1M Low: |
0.900 |
0.630 |
| 6M High / 6M Low: |
1.040 |
0.430 |
| High (YTD): |
2024-04-19 |
1.040 |
| Low (YTD): |
2024-01-02 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.773 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.675 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.83% |
| Volatility 6M: |
|
87.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
