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

EUWAX
12/11/2024  08:40:20 Chg.+0.020 Bid19:14:47 Ask19:14:47 Underlying Strike price Expiration date Option type
0.340EUR +6.25% 0.320
Bid Size: 100,000
0.330
Ask Size: 100,000
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: 3.28
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.66
Parity: -0.13
Time value: 0.36
Break-even: 16.73
Moneyness: 0.90
Premium: 0.42
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.63
Theta: 0.00
Omega: 2.08
Rho: 0.05
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.29%
1 Month
  -20.93%
3 Months
  -20.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.320
1M High / 1M Low: 0.560 0.310
6M High / 6M Low: 0.880 0.300
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.405
Avg. volume 1W:   0.000
Avg. price 1M:   0.395
Avg. volume 1M:   0.000
Avg. price 6M:   0.530
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.51%
Volatility 6M:   153.65%
Volatility 1Y:   -
Volatility 3Y:   -