BNP Paribas Call 14 CSIQ 16.01.20.../  DE000PC8HE16  /

Frankfurt Zert./BNP
2024-06-07  8:21:16 PM Chg.-0.070 Bid8:31:31 PM Ask8:31:31 PM Underlying Strike price Expiration date Option type
0.710EUR -8.97% 0.720
Bid Size: 32,000
0.740
Ask Size: 32,000
Canadian Solar Inc 14.00 USD 2026-01-16 Call
 

Master data

WKN: PC8HE1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 14.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-17
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.13
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.40
Implied volatility: 0.74
Historic volatility: 0.47
Parity: 0.40
Time value: 0.39
Break-even: 20.75
Moneyness: 1.31
Premium: 0.23
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 2.60%
Delta: 0.79
Theta: 0.00
Omega: 1.69
Rho: 0.09
 

Quote data

Open: 0.770
High: 0.770
Low: 0.710
Previous Close: 0.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.39%
1 Month
  -7.79%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.780
1M High / 1M Low: 0.900 0.580
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.834
Avg. volume 1W:   0.000
Avg. price 1M:   0.743
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -