BNP Paribas Call 32 CSIQ 17.01.20.../  DE000PC5CYT3  /

Frankfurt Zert./BNP
2024-07-26  9:20:40 PM Chg.+0.004 Bid9:56:52 PM Ask9:56:52 PM Underlying Strike price Expiration date Option type
0.049EUR +8.89% 0.051
Bid Size: 50,000
0.091
Ask Size: 50,000
Canadian Solar Inc 32.00 USD 2025-01-17 Call
 

Master data

WKN: PC5CYT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 32.00 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: 17.34
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.84
Historic volatility: 0.50
Parity: -1.37
Time value: 0.09
Break-even: 30.39
Moneyness: 0.54
Premium: 0.93
Premium p.a.: 2.95
Spread abs.: 0.04
Spread %: 78.43%
Delta: 0.22
Theta: -0.01
Omega: 3.87
Rho: 0.01
 

Quote data

Open: 0.043
High: 0.052
Low: 0.043
Previous Close: 0.045
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.36%
1 Month  
+25.64%
3 Months
  -38.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.049 0.036
1M High / 1M Low: 0.057 0.029
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.041
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   286.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -