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

EUWAX
8/30/2024  8:39:24 AM Chg.+0.010 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.120EUR +9.09% -
Bid Size: -
-
Ask Size: -
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: 8.68
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.53
Parity: -0.22
Time value: 0.13
Break-even: 14.84
Moneyness: 0.83
Premium: 0.31
Premium p.a.: 1.04
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.44
Theta: -0.01
Omega: 3.82
Rho: 0.01
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -65.71%
3 Months
  -81.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.110
1M High / 1M Low: 0.370 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.215
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   315.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -