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

EUWAX
7/5/2024  8:40:56 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.350EUR 0.00% -
Bid Size: -
-
Ask Size: -
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: 3.73
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.16
Implied volatility: 0.80
Historic volatility: 0.48
Parity: 0.16
Time value: 0.23
Break-even: 16.85
Moneyness: 1.12
Premium: 0.16
Premium p.a.: 0.38
Spread abs.: 0.03
Spread %: 8.33%
Delta: 0.70
Theta: -0.01
Omega: 2.60
Rho: 0.03
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.78%
1 Month
  -44.44%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.260
1M High / 1M Low: 0.630 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.314
Avg. volume 1W:   0.000
Avg. price 1M:   0.438
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -