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

EUWAX
8/29/2024  9:13:38 AM Chg.-0.020 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.200EUR -9.09% -
Bid Size: -
-
Ask Size: -
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: 5.31
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.53
Parity: -0.68
Time value: 0.21
Break-even: 20.08
Moneyness: 0.62
Premium: 0.80
Premium p.a.: 0.53
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.46
Theta: 0.00
Omega: 2.43
Rho: 0.04
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -55.56%
3 Months
  -66.67%
YTD
  -82.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.200
1M High / 1M Low: 0.450 0.200
6M High / 6M Low: 0.780 0.200
High (YTD): 1/2/2024 1.110
Low (YTD): 8/23/2024 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.309
Avg. volume 1M:   0.000
Avg. price 6M:   0.471
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.88%
Volatility 6M:   136.44%
Volatility 1Y:   -
Volatility 3Y:   -