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

EUWAX
05/07/2024  08:40:56 Chg.-0.010 Bid10:05:16 Ask10:05:16 Underlying Strike price Expiration date Option type
0.480EUR -2.04% 0.490
Bid Size: 24,500
0.560
Ask Size: 24,500
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: 2.69
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.48
Parity: -0.03
Time value: 0.54
Break-even: 20.20
Moneyness: 0.98
Premium: 0.39
Premium p.a.: 0.24
Spread abs.: 0.06
Spread %: 12.50%
Delta: 0.69
Theta: 0.00
Omega: 1.87
Rho: 0.07
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.04%
1 Month
  -35.14%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.400
1M High / 1M Low: 0.740 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:   0.559
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -