BNP Paribas Call 16 CSIQ 20.12.2024
/ DE000PC61YW5
BNP Paribas Call 16 CSIQ 20.12.20.../ DE000PC61YW5 /
| 7/26/2024 8:58:05 AM |
Chg.+0.020 |
Bid6:42:47 PM |
Ask6:42:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+7.41% |
0.350
Bid Size: 100,000 |
0.360
Ask Size: 100,000 |
Canadian Solar Inc |
16.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/21/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.50 |
| Parity: |
0.02 |
| Time value: |
0.28 |
| Break-even: |
17.74 |
| Moneyness: |
1.01 |
| Premium: |
0.19 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
3.07 |
| Rho: |
0.02 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.38% |
| 1 Month |
|
|
+11.54% |
| 3 Months |
|
|
+3.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.270 |
| 1M High / 1M Low: |
0.370 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.284 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.275 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
