BNP Paribas Call 13 CSIQ 17.01.20.../  DE000PC8HEV4  /

Frankfurt Zert./BNP
2024-07-24  9:20:40 PM Chg.0.000 Bid8:00:44 AM Ask- Underlying Strike price Expiration date Option type
0.440EUR 0.00% 0.430
Bid Size: 12,500
-
Ask Size: -
Canadian Solar Inc 13.00 USD 2025-01-17 Call
 

Master data

WKN: PC8HEV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 13.00 USD
Maturity: 2025-01-17
Issue date: 2024-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.17
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.29
Implied volatility: 0.79
Historic volatility: 0.50
Parity: 0.29
Time value: 0.18
Break-even: 16.68
Moneyness: 1.24
Premium: 0.12
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.76
Theta: -0.01
Omega: 2.41
Rho: 0.03
 

Quote data

Open: 0.460
High: 0.460
Low: 0.440
Previous Close: 0.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.20%
1 Month  
+7.32%
3 Months  
+4.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.440
1M High / 1M Low: 0.550 0.330
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.437
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -