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

EUWAX
25/07/2024  08:36:52 Chg.-0.010 Bid12:41:17 Ask12:41:17 Underlying Strike price Expiration date Option type
0.530EUR -1.85% 0.530
Bid Size: 50,000
0.550
Ask Size: 50,000
Canadian Solar Inc 15.00 USD 19/12/2025 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: 19/12/2025
Issue date: 09/04/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.71
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.08
Implied volatility: 0.73
Historic volatility: 0.50
Parity: 0.08
Time value: 0.46
Break-even: 19.24
Moneyness: 1.06
Premium: 0.31
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.71
Theta: 0.00
Omega: 1.92
Rho: 0.07
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.02%
1 Month
  -1.85%
3 Months  
+1.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.530
1M High / 1M Low: 0.630 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.552
Avg. volume 1W:   0.000
Avg. price 1M:   0.528
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -