BNP Paribas Call 32 CSIQ 20.12.20.../  DE000PC5CYN6  /

EUWAX
7/17/2024  8:34:02 AM Chg.+0.011 Bid2:32:28 PM Ask2:32:28 PM Underlying Strike price Expiration date Option type
0.040EUR +37.93% 0.037
Bid Size: 50,000
0.091
Ask Size: 50,000
Canadian Solar Inc 32.00 USD 12/20/2024 Call
 

Master data

WKN: PC5CYN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 32.00 USD
Maturity: 12/20/2024
Issue date: 2/21/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.90
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.91
Historic volatility: 0.50
Parity: -1.40
Time value: 0.09
Break-even: 30.26
Moneyness: 0.52
Premium: 0.97
Premium p.a.: 3.87
Spread abs.: 0.05
Spread %: 121.95%
Delta: 0.22
Theta: -0.01
Omega: 3.78
Rho: 0.01
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.029
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -23.08%
3 Months
  -43.66%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.045 0.029
1M High / 1M Low: 0.052 0.021
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -