BNP Paribas Call 14 CSIQ 20.12.20.../  DE000PC8HEP6  /

Frankfurt Zert./BNP
7/26/2024  9:20:53 PM Chg.+0.030 Bid9:56:55 PM Ask9:56:55 PM Underlying Strike price Expiration date Option type
0.440EUR +7.32% 0.450
Bid Size: 48,000
0.460
Ask Size: 48,000
Canadian Solar Inc 14.00 USD 12/20/2024 Call
 

Master data

WKN: PC8HEP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 14.00 USD
Maturity: 12/20/2024
Issue date: 4/17/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.43
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.29
Implied volatility: 0.79
Historic volatility: 0.50
Parity: 0.29
Time value: 0.17
Break-even: 17.50
Moneyness: 1.22
Premium: 0.11
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.75
Theta: -0.01
Omega: 2.58
Rho: 0.03
 

Quote data

Open: 0.390
High: 0.450
Low: 0.390
Previous Close: 0.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.79%
1 Month  
+22.22%
3 Months  
+7.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.360
1M High / 1M Low: 0.470 0.270
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.372
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -