BNP Paribas Call 15 CSIQ 17.01.2025
/ DE000PC7Y088
BNP Paribas Call 15 CSIQ 17.01.20.../ DE000PC7Y088 /
11/8/2024 9:20:54 PM |
Chg.-0.039 |
Bid9:58:42 PM |
Ask9:58:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.061EUR |
-39.00% |
0.061 Bid Size: 50,000 |
0.091 Ask Size: 50,000 |
Canadian Solar Inc |
15.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
PC7Y08 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Canadian Solar Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
4/9/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.90 |
Historic volatility: |
0.65 |
Parity: |
-0.27 |
Time value: |
0.09 |
Break-even: |
14.91 |
Moneyness: |
0.81 |
Premium: |
0.32 |
Premium p.a.: |
3.35 |
Spread abs.: |
0.03 |
Spread %: |
49.18% |
Delta: |
0.37 |
Theta: |
-0.01 |
Omega: |
4.56 |
Rho: |
0.01 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.061 |
Previous Close: |
0.100 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-72.27% |
1 Month |
|
|
-73.48% |
3 Months |
|
|
-69.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.061 |
1M High / 1M Low: |
0.270 |
0.061 |
6M High / 6M Low: |
0.670 |
0.061 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.160 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.144 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.290 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
552.57% |
Volatility 6M: |
|
324.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |