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

EUWAX
2024-07-26  8:40:28 AM Chg.+0.020 Bid10:50:17 AM Ask10:50:17 AM Underlying Strike price Expiration date Option type
0.590EUR +3.51% 0.600
Bid Size: 50,000
0.620
Ask Size: 50,000
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: 2.49
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.20
Implied volatility: 0.73
Historic volatility: 0.50
Parity: 0.20
Time value: 0.40
Break-even: 18.90
Moneyness: 1.16
Premium: 0.27
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.69%
Delta: 0.75
Theta: 0.00
Omega: 1.85
Rho: 0.07
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.35%
1 Month  
+9.26%
3 Months  
+9.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.570
1M High / 1M Low: 0.670 0.460
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.586
Avg. volume 1W:   0.000
Avg. price 1M:   0.566
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -