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

EUWAX
04/10/2024  13:59:40 Chg.-0.020 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.430EUR -4.44% -
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: 3.07
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.56
Parity: -0.01
Time value: 0.47
Break-even: 19.28
Moneyness: 0.99
Premium: 0.34
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.67
Theta: -0.01
Omega: 2.06
Rho: 0.06
 

Quote data

Open: 0.410
High: 0.430
Low: 0.410
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.26%
1 Month  
+72.00%
3 Months
  -10.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.430
1M High / 1M Low: 0.510 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.476
Avg. volume 1W:   0.000
Avg. price 1M:   0.357
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -