BNP Paribas Call 20 CSIQ 16.01.20.../  DE000PC1LWR1  /

Frankfurt Zert./BNP
11/7/2024  3:21:11 PM Chg.+0.010 Bid11/7/2024 Ask11/7/2024 Underlying Strike price Expiration date Option type
0.250EUR +4.17% 0.250
Bid Size: 50,000
0.270
Ask Size: 50,000
Canadian Solar Inc 20.00 USD 1/16/2026 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: 1/16/2026
Issue date: 12/11/2023
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.88
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.65
Parity: -0.64
Time value: 0.25
Break-even: 21.14
Moneyness: 0.65
Premium: 0.73
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.48
Theta: 0.00
Omega: 2.36
Rho: 0.04
 

Quote data

Open: 0.240
High: 0.250
Low: 0.240
Previous Close: 0.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.35%
1 Month
  -47.92%
3 Months
  -7.41%
YTD
  -77.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.240
1M High / 1M Low: 0.480 0.190
6M High / 6M Low: 0.650 0.180
High (YTD): 1/2/2024 1.100
Low (YTD): 9/10/2024 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.286
Avg. volume 1M:   0.000
Avg. price 6M:   0.358
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   276.32%
Volatility 6M:   200.33%
Volatility 1Y:   -
Volatility 3Y:   -