BNP Paribas Call 18 CSIQ 19.12.20.../  DE000PC1LWJ8  /

EUWAX
7/26/2024  9:19:06 AM Chg.+0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.450EUR +4.65% -
Bid Size: -
-
Ask Size: -
Canadian Solar Inc 18.00 USD 12/19/2025 Call
 

Master data

WKN: PC1LWJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 18.00 USD
Maturity: 12/19/2025
Issue date: 12/11/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.25
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.50
Parity: -0.17
Time value: 0.46
Break-even: 21.19
Moneyness: 0.90
Premium: 0.42
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.64
Theta: -0.01
Omega: 2.07
Rho: 0.07
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month  
+12.50%
3 Months  
+9.76%
YTD
  -63.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.430
1M High / 1M Low: 0.520 0.330
6M High / 6M Low: 1.040 0.330
High (YTD): 1/2/2024 1.190
Low (YTD): 7/2/2024 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.427
Avg. volume 1M:   0.000
Avg. price 6M:   0.626
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.40%
Volatility 6M:   116.16%
Volatility 1Y:   -
Volatility 3Y:   -