BNP Paribas Call 16 CSIQ 16.01.20.../  DE000PC8HEZ5  /

Frankfurt Zert./BNP
26/07/2024  21:20:40 Chg.+0.020 Bid21:50:11 Ask21:50:11 Underlying Strike price Expiration date Option type
0.570EUR +3.64% 0.580
Bid Size: 46,000
0.590
Ask Size: 46,000
Canadian Solar Inc 16.00 USD 16/01/2026 Call
 

Master data

WKN: PC8HEZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 16.00 USD
Maturity: 16/01/2026
Issue date: 17/04/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.67
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.10
Implied volatility: 0.71
Historic volatility: 0.50
Parity: 0.10
Time value: 0.49
Break-even: 20.64
Moneyness: 1.07
Premium: 0.31
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 1.72%
Delta: 0.72
Theta: 0.00
Omega: 1.92
Rho: 0.08
 

Quote data

Open: 0.530
High: 0.580
Low: 0.530
Previous Close: 0.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.62%
1 Month  
+16.33%
3 Months  
+5.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.510
1M High / 1M Low: 0.600 0.400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.530
Avg. volume 1W:   0.000
Avg. price 1M:   0.507
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -