BNP Paribas Call 20 CSIQ 16.01.2026
/ DE000PC1LWR1
BNP Paribas Call 20 CSIQ 16.01.20.../ DE000PC1LWR1 /
| 26/07/2024 18:20:58 |
Chg.+0.030 |
Bid19:06:39 |
Ask19:06:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+7.14% |
0.450
Bid Size: 82,000 |
0.460
Ask Size: 82,000 |
Canadian Solar Inc |
20.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1LWR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.50 |
| Parity: |
-0.35 |
| Time value: |
0.41 |
| Break-even: |
22.53 |
| Moneyness: |
0.81 |
| Premium: |
0.51 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
0.59 |
| Theta: |
0.00 |
| Omega: |
2.16 |
| Rho: |
0.07 |
Quote data
| Open: |
0.400 |
| High: |
0.450 |
| Low: |
0.400 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+4.65% |
| YTD |
|
|
-60.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.390 |
| 1M High / 1M Low: |
0.460 |
0.300 |
| 6M High / 6M Low: |
0.950 |
0.300 |
| High (YTD): |
02/01/2024 |
1.100 |
| Low (YTD): |
01/07/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.383 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.569 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.55% |
| Volatility 6M: |
|
125.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
