BNP Paribas Call 20 CSIQ 16.01.2026
/ DE000PC1LWR1
BNP Paribas Call 20 CSIQ 16.01.20.../ DE000PC1LWR1 /
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: |
|
- |