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

Frankfurt Zert./BNP
7/4/2024  9:20:35 PM Chg.-0.010 Bid7/4/2024 Ask7/4/2024 Underlying Strike price Expiration date Option type
0.480EUR -2.04% 0.480
Bid Size: 23,500
0.540
Ask Size: 23,500
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: 2.60
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.48
Parity: -0.03
Time value: 0.56
Break-even: 20.43
Moneyness: 0.98
Premium: 0.40
Premium p.a.: 0.25
Spread abs.: 0.07
Spread %: 14.29%
Delta: 0.70
Theta: 0.00
Omega: 1.82
Rho: 0.07
 

Quote data

Open: 0.500
High: 0.500
Low: 0.480
Previous Close: 0.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.04%
1 Month
  -33.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.400
1M High / 1M Low: 0.720 0.400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.450
Avg. volume 1W:   0.000
Avg. price 1M:   0.560
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -