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

Frankfurt Zert./BNP
28/06/2024  21:20:51 Chg.-0.040 Bid21:58:54 Ask21:58:54 Underlying Strike price Expiration date Option type
0.510EUR -7.27% 0.500
Bid Size: 50,000
0.510
Ask Size: 50,000
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: 2.65
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.07
Implied volatility: 0.73
Historic volatility: 0.48
Parity: 0.07
Time value: 0.45
Break-even: 18.27
Moneyness: 1.05
Premium: 0.33
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.71
Theta: 0.00
Omega: 1.89
Rho: 0.07
 

Quote data

Open: 0.560
High: 0.560
Low: 0.510
Previous Close: 0.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.07%
1 Month
  -40.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.510
1M High / 1M Low: 0.890 0.510
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.546
Avg. volume 1W:   0.000
Avg. price 1M:   0.680
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -