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

Frankfurt Zert./BNP
2024-07-05  3:21:24 PM Chg.0.000 Bid3:38:37 PM Ask3:38:37 PM Underlying Strike price Expiration date Option type
0.550EUR 0.00% 0.560
Bid Size: 12,500
0.570
Ask Size: 12,500
Canadian Solar Inc 14.00 USD 2025-12-19 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: 2025-12-19
Issue date: 2024-04-17
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.51
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.16
Implied volatility: 0.73
Historic volatility: 0.48
Parity: 0.16
Time value: 0.42
Break-even: 18.75
Moneyness: 1.12
Premium: 0.29
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 5.45%
Delta: 0.74
Theta: 0.00
Omega: 1.85
Rho: 0.07
 

Quote data

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

Performance

1 Week  
+7.84%
1 Month
  -31.25%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.460
1M High / 1M Low: 0.800 0.460
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.508
Avg. volume 1W:   0.000
Avg. price 1M:   0.618
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -