BNP Paribas Call 15 CSIQ 17.01.20.../  DE000PC7Y088  /

Frankfurt Zert./BNP
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:   -