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

EUWAX
25/07/2024  08:38:53 Chg.-0.020 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.490EUR -3.92% -
Bid Size: -
-
Ask Size: -
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: 2.93
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.50
Parity: -0.01
Time value: 0.50
Break-even: 19.76
Moneyness: 0.99
Premium: 0.35
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.68
Theta: 0.00
Omega: 1.99
Rho: 0.07
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.26%
1 Month
  -3.92%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.500
1M High / 1M Low: 0.590 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.493
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -