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

EUWAX
2024-07-25  8:31:36 AM Chg.+0.001 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.039EUR +2.63% -
Bid Size: -
-
Ask Size: -
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: 16.08
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.92
Historic volatility: 0.50
Parity: -1.49
Time value: 0.09
Break-even: 30.44
Moneyness: 0.50
Premium: 1.08
Premium p.a.: 3.57
Spread abs.: 0.05
Spread %: 127.50%
Delta: 0.22
Theta: -0.01
Omega: 3.60
Rho: 0.01
 

Quote data

Open: 0.039
High: 0.039
Low: 0.039
Previous Close: 0.038
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -15.22%
3 Months
  -51.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.053 0.038
1M High / 1M Low: 0.057 0.028
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.044
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:   279.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -