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

EUWAX
2024-07-25  8:38:53 AM Chg.-0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.360EUR -5.26% -
Bid Size: -
-
Ask Size: -
Canadian Solar Inc 14.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2024-04-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.96
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.17
Implied volatility: 0.77
Historic volatility: 0.50
Parity: 0.17
Time value: 0.20
Break-even: 16.62
Moneyness: 1.13
Premium: 0.14
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.70
Theta: -0.01
Omega: 2.78
Rho: 0.03
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month  
+5.88%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.360
1M High / 1M Low: 0.470 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   0.366
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -