BNP Paribas Call 16 CSIQ 20.12.2024
/ DE000PC61YW5
BNP Paribas Call 16 CSIQ 20.12.20.../ DE000PC61YW5 /
| 2024-11-08 9:27:25 AM |
Chg.-0.007 |
Bid10:05:56 AM |
Ask10:05:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
-12.28% |
0.049
Bid Size: 50,000 |
0.091
Ask Size: 50,000 |
Canadian Solar Inc |
16.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC61YW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.64 |
| Parity: |
-0.27 |
| Time value: |
0.09 |
| Break-even: |
15.73 |
| Moneyness: |
0.82 |
| Premium: |
0.29 |
| Premium p.a.: |
8.35 |
| Spread abs.: |
0.04 |
| Spread %: |
78.43% |
| Delta: |
0.36 |
| Theta: |
-0.02 |
| Omega: |
4.85 |
| Rho: |
0.00 |
Quote data
| Open: |
0.050 |
| High: |
0.050 |
| Low: |
0.050 |
| Previous Close: |
0.057 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.33% |
| 1 Month |
|
|
-82.14% |
| 3 Months |
|
|
-66.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.057 |
| 1M High / 1M Low: |
0.280 |
0.037 |
| 6M High / 6M Low: |
0.580 |
0.037 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.127 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.101 |
| Avg. volume 1M: |
|
238.095 |
| Avg. price 6M: |
|
0.235 |
| Avg. volume 6M: |
|
76.923 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
549.36% |
| Volatility 6M: |
|
358.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
