BNP Paribas Call 15 CSIQ 19.12.20.../  DE000PC7Y096  /

EUWAX
2024-07-04  8:38:19 AM Chg.+0.060 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.510EUR +13.33% -
Bid Size: -
-
Ask Size: -
Canadian Solar Inc 15.00 USD 2025-12-19 Call
 

Master data

WKN: PC7Y09
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 15.00 USD
Maturity: 2025-12-19
Issue date: 2024-04-09
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.60
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.07
Implied volatility: 0.75
Historic volatility: 0.48
Parity: 0.07
Time value: 0.49
Break-even: 19.50
Moneyness: 1.05
Premium: 0.34
Premium p.a.: 0.22
Spread abs.: 0.06
Spread %: 12.00%
Delta: 0.71
Theta: 0.00
Omega: 1.86
Rho: 0.07
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -37.80%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.420
1M High / 1M Low: 0.820 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.474
Avg. volume 1W:   0.000
Avg. price 1M:   0.601
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -