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

EUWAX
7/25/2024  8:38:53 AM Chg.-0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.510EUR -1.92% -
Bid Size: -
-
Ask Size: -
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: 2.87
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.50
Parity: -0.01
Time value: 0.51
Break-even: 19.86
Moneyness: 0.99
Premium: 0.36
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 2.00%
Delta: 0.69
Theta: 0.00
Omega: 1.97
Rho: 0.07
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month     0.00%
3 Months  
+2.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 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:   0.528
Avg. volume 1W:   0.000
Avg. price 1M:   0.500
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -