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

EUWAX
24/07/2024  08:37:40 Chg.+0.010 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.560EUR +1.82% -
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: 2.61
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.11
Implied volatility: 0.72
Historic volatility: 0.50
Parity: 0.11
Time value: 0.46
Break-even: 19.53
Moneyness: 1.08
Premium: 0.31
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.72
Theta: 0.00
Omega: 1.89
Rho: 0.07
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month  
+1.82%
3 Months  
+5.66%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.540
1M High / 1M Low: 0.640 0.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.566
Avg. volume 1W:   0.000
Avg. price 1M:   0.537
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -