BNP Paribas Call 15 CSIQ 20.09.2024
/ DE000PC9PZZ1
BNP Paribas Call 15 CSIQ 20.09.20.../ DE000PC9PZZ1 /
| 26/07/2024 18:20:59 |
Chg.+0.030 |
Bid18:43:01 |
Ask18:43:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+12.00% |
0.290
Bid Size: 98,000 |
0.300
Ask Size: 98,000 |
Canadian Solar Inc |
15.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC9PZZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.50 |
| Parity: |
0.11 |
| Time value: |
0.12 |
| Break-even: |
16.12 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
4.33 |
| Rho: |
0.01 |
Quote data
| Open: |
0.220 |
| High: |
0.280 |
| Low: |
0.220 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.27% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.200 |
| 1M High / 1M Low: |
0.320 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.217 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
