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

Frankfurt Zert./BNP
04/10/2024  21:20:52 Chg.+0.050 Bid21:50:41 Ask21:50:41 Underlying Strike price Expiration date Option type
0.550EUR +10.00% 0.550
Bid Size: 50,000
0.560
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: 2.58
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.17
Implied volatility: 0.76
Historic volatility: 0.56
Parity: 0.17
Time value: 0.39
Break-even: 18.36
Moneyness: 1.13
Premium: 0.27
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.73
Theta: 0.00
Omega: 1.89
Rho: 0.06
 

Quote data

Open: 0.490
High: 0.570
Low: 0.490
Previous Close: 0.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.79%
1 Month  
+83.33%
3 Months  
+1.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.500
1M High / 1M Low: 0.600 0.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.552
Avg. volume 1W:   0.000
Avg. price 1M:   0.447
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -