BNP Paribas Call 16 CSIQ 20.09.20.../  DE000PC9PZY4  /

EUWAX
8/9/2024  9:43:34 AM Chg.+0.013 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.057EUR +29.55% -
Bid Size: -
-
Ask Size: -
Canadian Solar Inc 16.00 USD 9/20/2024 Call
 

Master data

WKN: PC9PZY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 16.00 USD
Maturity: 9/20/2024
Issue date: 5/13/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.00
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.91
Historic volatility: 0.51
Parity: -0.19
Time value: 0.09
Break-even: 15.57
Moneyness: 0.87
Premium: 0.22
Premium p.a.: 4.70
Spread abs.: 0.03
Spread %: 54.24%
Delta: 0.39
Theta: -0.02
Omega: 5.43
Rho: 0.00
 

Quote data

Open: 0.057
High: 0.057
Low: 0.057
Previous Close: 0.044
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.50%
1 Month
  -64.38%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.044
1M High / 1M Low: 0.260 0.044
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.164
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   346.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -