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

EUWAX
2024-06-26  12:30:59 PM Chg.-0.040 Bid8:09:04 PM Ask8:09:04 PM Underlying Strike price Expiration date Option type
0.470EUR -7.84% 0.470
Bid Size: 94,000
0.490
Ask Size: 94,000
Canadian Solar Inc 16.00 USD 2026-01-16 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: 2026-01-16
Issue date: 2024-04-17
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.91
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.48
Parity: -0.07
Time value: 0.49
Break-even: 19.84
Moneyness: 0.95
Premium: 0.39
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 4.26%
Delta: 0.67
Theta: 0.00
Omega: 1.96
Rho: 0.07
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.62%
1 Month
  -27.69%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.500
1M High / 1M Low: 0.790 0.500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.514
Avg. volume 1W:   0.000
Avg. price 1M:   0.651
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -