BNP Paribas Put 30 CSIQ 16.01.202.../  DE000PC1LW15  /

EUWAX
2024-07-26  9:19:06 AM Chg.-0.03 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
1.36EUR -2.16% -
Bid Size: -
-
Ask Size: -
Canadian Solar Inc 30.00 USD 2026-01-16 Put
 

Master data

WKN: PC1LW1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Put
Strike price: 30.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.20
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 1.19
Implied volatility: 0.70
Historic volatility: 0.50
Parity: 1.19
Time value: 0.13
Break-even: 14.44
Moneyness: 1.75
Premium: 0.09
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.76%
Delta: -0.57
Theta: 0.00
Omega: -0.68
Rho: -0.33
 

Quote data

Open: 1.36
High: 1.36
Low: 1.36
Previous Close: 1.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.49%
1 Month
  -5.56%
3 Months
  -9.33%
YTD  
+52.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.39 1.36
1M High / 1M Low: 1.52 1.28
6M High / 6M Low: 1.53 0.99
High (YTD): 2024-04-22 1.53
Low (YTD): 2024-01-02 0.91
52W High: - -
52W Low: - -
Avg. price 1W:   1.37
Avg. volume 1W:   0.00
Avg. price 1M:   1.39
Avg. volume 1M:   0.00
Avg. price 6M:   1.27
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   49.56%
Volatility 6M:   48.11%
Volatility 1Y:   -
Volatility 3Y:   -