BNP Paribas Call 25 CSIQ 19.12.20.../  DE000PC1LWM2  /

Frankfurt Zert./BNP
2024-08-28  9:20:40 PM Chg.-0.010 Bid9:46:06 PM Ask9:46:06 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.130
Bid Size: 50,000
0.140
Ask Size: 50,000
Canadian Solar Inc 25.00 USD 2025-12-19 Call
 

Master data

WKN: PC1LWM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 25.00 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: 7.78
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.52
Parity: -1.07
Time value: 0.15
Break-even: 23.87
Moneyness: 0.52
Premium: 1.05
Premium p.a.: 0.73
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.35
Theta: 0.00
Omega: 2.74
Rho: 0.03
 

Quote data

Open: 0.140
High: 0.140
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -38.10%
1 Month
  -58.06%
3 Months
  -69.05%
YTD
  -85.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.130
1M High / 1M Low: 0.310 0.130
6M High / 6M Low: 0.610 0.130
High (YTD): 2024-01-02 0.890
Low (YTD): 2024-08-22 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.207
Avg. volume 1M:   0.000
Avg. price 6M:   0.341
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   222.65%
Volatility 6M:   156.64%
Volatility 1Y:   -
Volatility 3Y:   -