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

Frankfurt Zert./BNP
08/11/2024  21:20:56 Chg.-0.060 Bid21:45:11 Ask21:45:11 Underlying Strike price Expiration date Option type
0.110EUR -35.29% 0.110
Bid Size: 50,000
0.120
Ask Size: 50,000
Canadian Solar Inc 13.00 USD 17/01/2025 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: 17/01/2025
Issue date: 17/04/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.76
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.01
Implied volatility: 0.81
Historic volatility: 0.64
Parity: 0.01
Time value: 0.17
Break-even: 13.84
Moneyness: 1.01
Premium: 0.14
Premium p.a.: 0.96
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.59
Theta: -0.01
Omega: 3.97
Rho: 0.01
 

Quote data

Open: 0.170
High: 0.170
Low: 0.110
Previous Close: 0.170
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -65.63%
1 Month
  -69.44%
3 Months
  -63.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.170
1M High / 1M Low: 0.380 0.120
6M High / 6M Low: 0.790 0.120
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.284
Avg. volume 1W:   1,000
Avg. price 1M:   0.232
Avg. volume 1M:   217.391
Avg. price 6M:   0.384
Avg. volume 6M:   68.182
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   435.88%
Volatility 6M:   264.06%
Volatility 1Y:   -
Volatility 3Y:   -