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

EUWAX
2024-06-28  8:39:45 AM Chg.+0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.380EUR +2.70% -
Bid Size: -
-
Ask Size: -
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: 4.05
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.07
Implied volatility: 0.74
Historic volatility: 0.48
Parity: 0.07
Time value: 0.27
Break-even: 16.47
Moneyness: 1.05
Premium: 0.20
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.66
Theta: -0.01
Omega: 2.67
Rho: 0.03
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.52%
1 Month
  -42.42%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.360
1M High / 1M Low: 0.710 0.360
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.531
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -