BNP Paribas Call 18 CSIQ 17.01.2025
/ DE000PZ09Y70
BNP Paribas Call 18 CSIQ 17.01.20.../ DE000PZ09Y70 /
| 2024-05-29 9:21:03 AM |
Chg.+0.010 |
Bid10:05:58 AM |
Ask10:05:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+2.22% |
0.450
Bid Size: 19,000 |
0.470
Ask Size: 19,000 |
Canadian Solar Inc |
18.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PZ09Y7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.47 |
| Parity: |
0.10 |
| Time value: |
0.36 |
| Break-even: |
21.19 |
| Moneyness: |
1.06 |
| Premium: |
0.21 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
2.55 |
| Rho: |
0.05 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.95% |
| 1 Month |
|
|
+39.39% |
| 3 Months |
|
|
-29.23% |
| YTD |
|
|
-55.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.360 |
| 1M High / 1M Low: |
0.450 |
0.250 |
| 6M High / 6M Low: |
1.040 |
0.240 |
| High (YTD): |
2024-01-02 |
1.000 |
| Low (YTD): |
2024-04-25 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.595 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.36% |
| Volatility 6M: |
|
150.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
