BNP Paribas Call 17 CSIQ 17.01.20.../  DE000PC8HET8  /

EUWAX
08/11/2024  13:52:01 Chg.-0.006 Bid14:02:28 Ask14:02:28 Underlying Strike price Expiration date Option type
0.055EUR -9.84% 0.054
Bid Size: 50,000
0.091
Ask Size: 50,000
Canadian Solar Inc 17.00 USD 17/01/2025 Call
 

Master data

WKN: PC8HET
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 17.00 USD
Maturity: 17/01/2025
Issue date: 17/04/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.37
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.93
Historic volatility: 0.64
Parity: -0.36
Time value: 0.09
Break-even: 16.66
Moneyness: 0.77
Premium: 0.37
Premium p.a.: 4.15
Spread abs.: 0.03
Spread %: 59.65%
Delta: 0.34
Theta: -0.01
Omega: 4.53
Rho: 0.01
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.061
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.17%
1 Month
  -80.36%
3 Months
  -60.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.061
1M High / 1M Low: 0.280 0.042
6M High / 6M Low: 0.550 0.042
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.125
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.224
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   519.94%
Volatility 6M:   332.60%
Volatility 1Y:   -
Volatility 3Y:   -