BNP Paribas Call 14 CSIQ 19.12.20.../  DE000PC8HEY8  /

Frankfurt Zert./BNP
27/06/2024  08:21:14 Chg.+0.010 Bid08:31:07 Ask08:31:07 Underlying Strike price Expiration date Option type
0.550EUR +1.85% 0.540
Bid Size: 25,000
0.560
Ask Size: 25,000
Canadian Solar Inc 14.00 USD 19/12/2025 Call
 

Master data

WKN: PC8HEY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 14.00 USD
Maturity: 19/12/2025
Issue date: 17/04/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.59
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.12
Implied volatility: 0.72
Historic volatility: 0.48
Parity: 0.12
Time value: 0.43
Break-even: 18.57
Moneyness: 1.09
Premium: 0.30
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 1.85%
Delta: 0.73
Theta: 0.00
Omega: 1.88
Rho: 0.07
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.17%
1 Month
  -26.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.540
1M High / 1M Low: 0.890 0.540
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.566
Avg. volume 1W:   0.000
Avg. price 1M:   0.709
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -