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

EUWAX
7/5/2024  8:40:56 AM Chg.0.000 Bid11:20:06 AM Ask11:20:06 AM Underlying Strike price Expiration date Option type
0.250EUR 0.00% 0.250
Bid Size: 25,000
0.290
Ask Size: 25,000
Canadian Solar Inc 17.00 USD 1/17/2025 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: 1/17/2025
Issue date: 4/17/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.19
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.48
Parity: -0.12
Time value: 0.28
Break-even: 18.53
Moneyness: 0.92
Premium: 0.27
Premium p.a.: 0.57
Spread abs.: 0.03
Spread %: 12.00%
Delta: 0.57
Theta: -0.01
Omega: 2.94
Rho: 0.03
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -48.98%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.180
1M High / 1M Low: 0.490 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.323
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -