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

EUWAX
2024-06-28  8:37:48 AM Chg.+0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.330EUR +3.13% -
Bid Size: -
-
Ask Size: -
Canadian Solar Inc 15.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2024-04-09
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.59
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.48
Parity: -0.02
Time value: 0.30
Break-even: 17.00
Moneyness: 0.98
Premium: 0.23
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.61
Theta: -0.01
Omega: 2.80
Rho: 0.03
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.81%
1 Month
  -47.62%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.320
1M High / 1M Low: 0.650 0.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.474
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -