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

EUWAX
8/16/2024  8:42:04 AM Chg.+0.040 Bid4:27:45 PM Ask4:27:45 PM Underlying Strike price Expiration date Option type
0.340EUR +13.33% 0.330
Bid Size: 100,000
0.340
Ask Size: 100,000
Canadian Solar Inc 13.00 USD 1/17/2025 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: 1/17/2025
Issue date: 4/17/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.83
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.16
Implied volatility: 0.79
Historic volatility: 0.52
Parity: 0.16
Time value: 0.19
Break-even: 15.35
Moneyness: 1.13
Premium: 0.14
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.70
Theta: -0.01
Omega: 2.68
Rho: 0.02
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month
  -19.05%
3 Months
  -35.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.250
1M High / 1M Low: 0.540 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   0.402
Avg. volume 1M:   173.913
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   202.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -