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

EUWAX
2024-07-05  8:40:56 AM Chg.+0.010 Bid10:05:17 AM Ask10:05:17 AM Underlying Strike price Expiration date Option type
0.230EUR +4.55% 0.230
Bid Size: 25,000
0.270
Ask Size: 25,000
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: 5.59
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.48
Parity: -0.12
Time value: 0.26
Break-even: 18.33
Moneyness: 0.92
Premium: 0.26
Premium p.a.: 0.65
Spread abs.: 0.03
Spread %: 13.04%
Delta: 0.55
Theta: -0.01
Omega: 3.10
Rho: 0.03
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -51.06%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.160
1M High / 1M Low: 0.470 0.160
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.300
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -