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

EUWAX
25/07/2024  08:38:54 Chg.-0.020 Bid09:20:50 Ask09:20:50 Underlying Strike price Expiration date Option type
0.580EUR -3.33% 0.580
Bid Size: 25,000
0.600
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: 2.44
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.20
Implied volatility: 0.73
Historic volatility: 0.50
Parity: 0.20
Time value: 0.41
Break-even: 19.00
Moneyness: 1.16
Premium: 0.28
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.75
Theta: 0.00
Omega: 1.83
Rho: 0.07
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.45%
1 Month
  -1.69%
3 Months  
+1.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.580
1M High / 1M Low: 0.680 0.460
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.606
Avg. volume 1W:   0.000
Avg. price 1M:   0.575
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -