BNP Paribas Call 22 CSIQ 19.12.20.../  DE000PC1LWL4  /

EUWAX
2024-07-26  9:19:07 AM Chg.+0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.340EUR +6.25% -
Bid Size: -
-
Ask Size: -
Canadian Solar Inc 22.00 USD 2025-12-19 Call
 

Master data

WKN: PC1LWL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 22.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.05
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.50
Parity: -0.45
Time value: 0.39
Break-even: 24.17
Moneyness: 0.78
Premium: 0.53
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.56
Theta: -0.01
Omega: 2.27
Rho: 0.07
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.11%
1 Month  
+9.68%
3 Months  
+6.25%
YTD
  -67.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.320
1M High / 1M Low: 0.400 0.250
6M High / 6M Low: 0.870 0.250
High (YTD): 2024-01-02 1.010
Low (YTD): 2024-07-02 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.334
Avg. volume 1W:   0.000
Avg. price 1M:   0.327
Avg. volume 1M:   0.000
Avg. price 6M:   0.498
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.42%
Volatility 6M:   127.03%
Volatility 1Y:   -
Volatility 3Y:   -