BNP Paribas Call 14 CSIQ 16.01.20.../  DE000PC8HE16  /

Frankfurt Zert./BNP
07/11/2024  21:20:55 Chg.+0.010 Bid21:45:27 Ask21:45:27 Underlying Strike price Expiration date Option type
0.380EUR +2.70% 0.370
Bid Size: 50,000
0.380
Ask Size: 50,000
Canadian Solar Inc 14.00 USD 16/01/2026 Call
 

Master data

WKN: PC8HE1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 14.00 USD
Maturity: 16/01/2026
Issue date: 17/04/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.07
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 1.21
Historic volatility: 0.65
Parity: -0.09
Time value: 0.59
Break-even: 18.95
Moneyness: 0.93
Premium: 0.55
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 1.72%
Delta: 0.74
Theta: -0.01
Omega: 1.53
Rho: 0.04
 

Quote data

Open: 0.370
High: 0.400
Low: 0.370
Previous Close: 0.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.39%
1 Month
  -44.93%
3 Months
  -11.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.370
1M High / 1M Low: 0.690 0.310
6M High / 6M Low: 0.900 0.300
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.498
Avg. volume 1W:   0.000
Avg. price 1M:   0.436
Avg. volume 1M:   0.000
Avg. price 6M:   0.538
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   240.82%
Volatility 6M:   166.90%
Volatility 1Y:   -
Volatility 3Y:   -