BNP Paribas Call 26 CSIQ 17.01.20.../  DE000PC5CYR7  /

EUWAX
2024-07-04  8:33:10 AM Chg.+0.008 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.067EUR +13.56% -
Bid Size: -
-
Ask Size: -
Canadian Solar Inc 26.00 USD 2025-01-17 Call
 

Master data

WKN: PC5CYR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 26.00 USD
Maturity: 2025-01-17
Issue date: 2024-02-21
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.21
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.48
Parity: -0.95
Time value: 0.13
Break-even: 25.39
Moneyness: 0.60
Premium: 0.74
Premium p.a.: 1.80
Spread abs.: 0.06
Spread %: 91.18%
Delta: 0.31
Theta: -0.01
Omega: 3.45
Rho: 0.02
 

Quote data

Open: 0.067
High: 0.067
Low: 0.067
Previous Close: 0.059
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.99%
1 Month
  -66.50%
3 Months
  -68.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.077 0.052
1M High / 1M Low: 0.200 0.052
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.112
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -