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BNP Paribas Call 25 CSIQ 17.01.20.../  DE000PN77C85  /

Frankfurt Zert./BNP
2024-07-12  12:21:13 PM Chg.+0.010 Bid2024-07-12 Ask2024-07-12 Underlying Strike price Expiration date Option type
0.130EUR +8.33% 0.130
Bid Size: 50,000		 0.150
Ask Size: 50,000		 Canadian Solar Inc 25.00 USD 2025-01-17 Call
 

Master data

WKN: PN77C8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 25.00 USD
Maturity: 2025-01-17
Issue date: 2023-09-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.44
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.48
Parity: -0.70
Time value: 0.14
Break-even: 24.39
Moneyness: 0.70
Premium: 0.52
Premium p.a.: 1.25
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.34
Theta: -0.01
Omega: 3.83
Rho: 0.02
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+58.54%
1 Month
  -31.58%
3 Months
  -13.33%
YTD
  -81.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.082
1M High / 1M Low: 0.190 0.061
6M High / 6M Low: 0.560 0.061
High (YTD): 2024-01-02 0.650
Low (YTD): 2024-07-01 0.061
52W High: - -
52W Low: - -
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.102
Avg. volume 1M:   0.000
Avg. price 6M:   0.249
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.05%
Volatility 6M:   203.25%
Volatility 1Y:   -
Volatility 3Y:   -