BNP Paribas Call 28 CSIQ 17.01.20.../  DE000PC39XB7  /

Frankfurt Zert./BNP
2024-07-26  9:20:52 PM Chg.+0.007 Bid9:56:49 PM Ask9:56:49 PM Underlying Strike price Expiration date Option type
0.077EUR +10.00% 0.079
Bid Size: 50,000
0.091
Ask Size: 50,000
Canadian Solar Inc 28.00 USD 2025-01-17 Call
 

Master data

WKN: PC39XB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 28.00 USD
Maturity: 2025-01-17
Issue date: 2024-01-31
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.41
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.50
Parity: -1.09
Time value: 0.09
Break-even: 26.71
Moneyness: 0.58
Premium: 0.79
Premium p.a.: 2.37
Spread abs.: 0.03
Spread %: 37.88%
Delta: 0.24
Theta: -0.01
Omega: 3.97
Rho: 0.01
 

Quote data

Open: 0.065
High: 0.080
Low: 0.065
Previous Close: 0.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.93%
1 Month  
+30.51%
3 Months
  -23.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.058
1M High / 1M Low: 0.086 0.043
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.062
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   271.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -