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

Frankfurt Zert./BNP
26/07/2024  09:21:23 Chg.-0.030 Bid09:32:31 Ask09:32:31 Underlying Strike price Expiration date Option type
0.600EUR -4.76% 0.610
Bid Size: 25,000
0.630
Ask Size: 25,000
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: 2.48
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.17
Implied volatility: 0.73
Historic volatility: 0.50
Parity: 0.17
Time value: 0.42
Break-even: 18.82
Moneyness: 1.13
Premium: 0.29
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 1.72%
Delta: 0.74
Theta: 0.00
Omega: 1.84
Rho: 0.07
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+9.09%
3 Months
  -1.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.580
1M High / 1M Low: 0.680 0.470
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.596
Avg. volume 1W:   0.000
Avg. price 1M:   0.577
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -