BNP Paribas Call 15 CSIQ 16.01.20.../  DE000PC7Y1A1  /

EUWAX
18/10/2024  08:41:25 Chg.-0.010 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.310EUR -3.13% -
Bid Size: -
-
Ask Size: -
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: 3.50
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.59
Parity: -0.23
Time value: 0.33
Break-even: 17.10
Moneyness: 0.84
Premium: 0.48
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.60
Theta: 0.00
Omega: 2.12
Rho: 0.05
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.50%
1 Month
  -27.91%
3 Months
  -48.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.310
1M High / 1M Low: 0.610 0.310
6M High / 6M Low: 0.840 0.270
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.344
Avg. volume 1W:   0.000
Avg. price 1M:   0.443
Avg. volume 1M:   0.000
Avg. price 6M:   0.521
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.05%
Volatility 6M:   142.57%
Volatility 1Y:   -
Volatility 3Y:   -