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

Frankfurt Zert./BNP
04/10/2024  21:20:40 Chg.+0.050 Bid21:54:51 Ask21:54:51 Underlying Strike price Expiration date Option type
0.370EUR +15.63% 0.380
Bid Size: 50,000
0.390
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: 3.70
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.26
Implied volatility: 0.84
Historic volatility: 0.56
Parity: 0.26
Time value: 0.13
Break-even: 15.75
Moneyness: 1.22
Premium: 0.09
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.75
Theta: -0.01
Omega: 2.79
Rho: 0.02
 

Quote data

Open: 0.320
High: 0.390
Low: 0.320
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.13%
1 Month  
+146.67%
3 Months
  -9.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.320
1M High / 1M Low: 0.440 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.376
Avg. volume 1W:   0.000
Avg. price 1M:   0.281
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   285.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -