BNP Paribas Call 30 CSIQ 19.12.20.../  DE000PC1LWN0  /

Frankfurt Zert./BNP
7/25/2024  9:20:41 PM Chg.+0.020 Bid9:50:18 PM Ask9:50:18 PM Underlying Strike price Expiration date Option type
0.220EUR +10.00% 0.210
Bid Size: 45,000
0.220
Ask Size: 45,000
Canadian Solar Inc 30.00 USD 12/19/2025 Call
 

Master data

WKN: PC1LWN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 30.00 USD
Maturity: 12/19/2025
Issue date: 12/11/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.97
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.50
Parity: -1.30
Time value: 0.21
Break-even: 29.78
Moneyness: 0.53
Premium: 1.04
Premium p.a.: 0.66
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.38
Theta: 0.00
Omega: 2.63
Rho: 0.05
 

Quote data

Open: 0.200
High: 0.220
Low: 0.200
Previous Close: 0.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month  
+22.22%
3 Months  
+15.79%
YTD
  -71.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.200
1M High / 1M Low: 0.250 0.150
6M High / 6M Low: 0.600 0.150
High (YTD): 1/2/2024 0.720
Low (YTD): 7/1/2024 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.208
Avg. volume 1W:   0.000
Avg. price 1M:   0.198
Avg. volume 1M:   0.000
Avg. price 6M:   0.331
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.56%
Volatility 6M:   147.10%
Volatility 1Y:   -
Volatility 3Y:   -