BNP Paribas Call 22 CSIQ 17.01.2025
/ DE000PZ09Y54
BNP Paribas Call 22 CSIQ 17.01.20.../ DE000PZ09Y54 /
2024-05-28 9:20:41 PM |
Chg.+0.030 |
Bid9:52:15 PM |
Ask9:52:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
+11.11% |
- Bid Size: - |
- Ask Size: - |
Canadian Solar Inc |
22.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
PZ09Y5 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Canadian Solar Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22.00 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: |
5.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.74 |
Historic volatility: |
0.47 |
Parity: |
-0.35 |
Time value: |
0.29 |
Break-even: |
23.16 |
Moneyness: |
0.83 |
Premium: |
0.38 |
Premium p.a.: |
0.66 |
Spread abs.: |
0.02 |
Spread %: |
7.41% |
Delta: |
0.51 |
Theta: |
-0.01 |
Omega: |
2.93 |
Rho: |
0.04 |
Quote data
Open: |
0.270 |
High: |
0.310 |
Low: |
0.270 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+15.38% |
1 Month |
|
|
+36.36% |
3 Months |
|
|
-37.50% |
YTD |
|
|
-63.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.240 |
1M High / 1M Low: |
0.300 |
0.150 |
6M High / 6M Low: |
0.830 |
0.150 |
High (YTD): |
2024-01-02 |
0.780 |
Low (YTD): |
2024-05-10 |
0.150 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.268 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.221 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.437 |
Avg. volume 6M: |
|
8.065 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
277.72% |
Volatility 6M: |
|
177.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |