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

EUWAX
05/07/2024  08:33:44 Chg.+0.010 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.039EUR +34.48% -
Bid Size: -
-
Ask Size: -
Canadian Solar Inc 32.00 USD 17/01/2025 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: 17/01/2025
Issue date: 21/02/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.98
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.87
Historic volatility: 0.48
Parity: -1.51
Time value: 0.09
Break-even: 30.51
Moneyness: 0.49
Premium: 1.10
Premium p.a.: 2.98
Spread abs.: 0.05
Spread %: 133.33%
Delta: 0.22
Theta: -0.01
Omega: 3.58
Rho: 0.01
 

Quote data

Open: 0.039
High: 0.039
Low: 0.039
Previous Close: 0.029
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -64.55%
3 Months
  -67.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.028
1M High / 1M Low: 0.110 0.028
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -