BNP Paribas Call 15 CSIQ 17.01.2025
/ DE000PC7Y088
BNP Paribas Call 15 CSIQ 17.01.20.../ DE000PC7Y088 /
| 17/07/2024 08:39:04 |
Chg.+0.070 |
Bid15:52:09 |
Ask15:52:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+21.88% |
0.400
Bid Size: 100,000 |
0.410
Ask Size: 100,000 |
Canadian Solar Inc |
15.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.50 |
| Parity: |
0.16 |
| Time value: |
0.25 |
| Break-even: |
17.86 |
| Moneyness: |
1.12 |
| Premium: |
0.16 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
2.61 |
| Rho: |
0.03 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
-11.36% |
| 3 Months |
|
|
+2.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.320 |
| 1M High / 1M Low: |
0.440 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.345 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
