BNP Paribas Call 15 CSIQ 16.01.2026
/ DE000PC7Y1A1
BNP Paribas Call 15 CSIQ 16.01.20.../ DE000PC7Y1A1 /
18/09/2024 08:39:00 |
Chg.+0.030 |
Bid17:35:55 |
Ask17:35:55 |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
+8.33% |
0.400 Bid Size: 100,000 |
0.410 Ask Size: 100,000 |
Canadian Solar Inc |
15.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
PC7Y1A |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Canadian Solar Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
09/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.72 |
Historic volatility: |
0.54 |
Parity: |
-0.08 |
Time value: |
0.40 |
Break-even: |
17.49 |
Moneyness: |
0.94 |
Premium: |
0.38 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.01 |
Spread %: |
2.56% |
Delta: |
0.65 |
Theta: |
0.00 |
Omega: |
2.06 |
Rho: |
0.06 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.360 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+34.48% |
1 Month |
|
|
-15.22% |
3 Months |
|
|
-32.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.290 |
1M High / 1M Low: |
0.460 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.358 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.344 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
182.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |