BNP Paribas Call 17 CSIQ 20.12.20.../  DE000PC8HEM3  /

EUWAX
2024-07-25  8:38:53 AM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.240EUR 0.00% -
Bid Size: -
-
Ask Size: -
Canadian Solar Inc 17.00 USD 2024-12-20 Call
 

Master data

WKN: PC8HEM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 17.00 USD
Maturity: 2024-12-20
Issue date: 2024-04-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.10
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.50
Parity: -0.11
Time value: 0.24
Break-even: 18.09
Moneyness: 0.93
Premium: 0.24
Premium p.a.: 0.69
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.55
Theta: -0.01
Omega: 3.34
Rho: 0.02
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month  
+9.09%
3 Months
  -4.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.240
1M High / 1M Low: 0.320 0.160
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.238
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   222.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -