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

EUWAX
2024-07-26  8:40:28 AM Chg.+0.020 Bid10:05:39 AM Ask10:05:39 AM Underlying Strike price Expiration date Option type
0.510EUR +4.08% 0.520
Bid Size: 48,000
0.540
Ask Size: 48,000
Canadian Solar Inc 16.00 USD 2025-12-19 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: 2025-12-19
Issue date: 2024-04-17
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.87
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.02
Implied volatility: 0.71
Historic volatility: 0.50
Parity: 0.02
Time value: 0.50
Break-even: 19.94
Moneyness: 1.01
Premium: 0.34
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.69
Theta: 0.00
Omega: 1.98
Rho: 0.07
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.27%
1 Month  
+8.51%
3 Months  
+8.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.490
1M High / 1M Low: 0.590 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.492
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -