BNP Paribas Call 16 CSIQ 19.12.20.../  DE000PC8HEW2  /

Frankfurt Zert./BNP
12/11/2024  20:20:56 Chg.-0.020 Bid12/11/2024 Ask12/11/2024 Underlying Strike price Expiration date Option type
0.260EUR -7.14% 0.260
Bid Size: 100,000
0.270
Ask Size: 100,000
Canadian Solar Inc 16.00 USD 19/12/2025 Call
 

Master data

WKN: PC8HEW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 16.00 USD
Maturity: 19/12/2025
Issue date: 17/04/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.07
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.66
Parity: -0.32
Time value: 0.29
Break-even: 17.91
Moneyness: 0.79
Premium: 0.52
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.56
Theta: 0.00
Omega: 2.27
Rho: 0.04
 

Quote data

Open: 0.280
High: 0.280
Low: 0.250
Previous Close: 0.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -45.83%
1 Month
  -27.78%
3 Months
  -23.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.250
1M High / 1M Low: 0.480 0.250
6M High / 6M Low: 0.790 0.240
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.334
Avg. volume 1M:   0.000
Avg. price 6M:   0.447
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.53%
Volatility 6M:   180.07%
Volatility 1Y:   -
Volatility 3Y:   -