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

Frankfurt Zert./BNP
8/30/2024  9:20:41 PM Chg.+0.010 Bid9:54:09 PM Ask9:54:09 PM Underlying Strike price Expiration date Option type
0.290EUR +3.57% 0.290
Bid Size: 50,000
0.300
Ask Size: 50,000
Canadian Solar Inc 16.00 USD 1/16/2026 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: 1/16/2026
Issue date: 4/17/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.81
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.53
Parity: -0.31
Time value: 0.30
Break-even: 17.48
Moneyness: 0.79
Premium: 0.53
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.58
Theta: 0.00
Omega: 2.20
Rho: 0.05
 

Quote data

Open: 0.280
High: 0.290
Low: 0.280
Previous Close: 0.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.38%
1 Month
  -36.96%
3 Months
  -62.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.280
1M High / 1M Low: 0.460 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.296
Avg. volume 1W:   0.000
Avg. price 1M:   0.369
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -