BNP Paribas Put 30 CSIQ 20.12.2024
/ DE000PN7E129
BNP Paribas Put 30 CSIQ 20.12.202.../ DE000PN7E129 /
| 2024-05-31 1:15:51 PM |
Chg.-0.02 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-1.90% |
-
Bid Size: - |
-
Ask Size: - |
Canadian Solar Inc |
30.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PN7E12 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.47 |
| Parity: |
0.95 |
| Time value: |
0.09 |
| Break-even: |
17.25 |
| Moneyness: |
1.53 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.97% |
| Delta: |
-0.70 |
| Theta: |
-0.01 |
| Omega: |
-1.21 |
| Rho: |
-0.13 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.71% |
| 1 Month |
|
|
-20.77% |
| 3 Months |
|
|
+7.29% |
| YTD |
|
|
+51.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
1.03 |
| 1M High / 1M Low: |
1.33 |
1.03 |
| 6M High / 6M Low: |
1.47 |
0.68 |
| High (YTD): |
2024-04-19 |
1.47 |
| Low (YTD): |
2024-01-02 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.17% |
| Volatility 6M: |
|
73.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
