BNP Paribas Call 14 CSIQ 17.01.20.../  DE000PC8HEU6  /

EUWAX
2024-11-08  1:52:01 PM Chg.0.000 Bid2:15:06 PM Ask2:15:06 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% 0.120
Bid Size: 50,000
0.140
Ask Size: 50,000
Canadian Solar Inc 14.00 USD 2025-01-17 Call
 

Master data

WKN: PC8HEU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 14.00 USD
Maturity: 2025-01-17
Issue date: 2024-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.69
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.64
Parity: -0.08
Time value: 0.14
Break-even: 14.37
Moneyness: 0.94
Premium: 0.18
Premium p.a.: 1.38
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.50
Theta: -0.01
Omega: 4.37
Rho: 0.01
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.10%
1 Month
  -68.29%
3 Months
  -43.48%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.130
1M High / 1M Low: 0.410 0.090
6M High / 6M Low: 0.710 0.090
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.227
Avg. volume 1W:   0.000
Avg. price 1M:   0.193
Avg. volume 1M:   0.000
Avg. price 6M:   0.338
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   422.82%
Volatility 6M:   269.10%
Volatility 1Y:   -
Volatility 3Y:   -