BNP Paribas Call 16 CSIQ 16.01.20.../  DE000PC8HEZ5  /

Frankfurt Zert./BNP
2024-05-31  9:20:37 PM Chg.0.000 Bid9:59:22 PM Ask9:59:22 PM Underlying Strike price Expiration date Option type
0.780EUR 0.00% 0.770
Bid Size: 14,000
0.790
Ask Size: 14,000
Canadian Solar Inc 16.00 USD 2026-01-16 Call
 

Master data

WKN: PC8HEZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 16.00 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: 2.29
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.34
Implied volatility: 0.71
Historic volatility: 0.47
Parity: 0.34
Time value: 0.45
Break-even: 22.65
Moneyness: 1.23
Premium: 0.25
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 2.60%
Delta: 0.77
Theta: 0.00
Omega: 1.77
Rho: 0.10
 

Quote data

Open: 0.780
High: 0.790
Low: 0.750
Previous Close: 0.780
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.04%
1 Month  
+32.20%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.680
1M High / 1M Low: 0.790 0.510
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.752
Avg. volume 1W:   0.000
Avg. price 1M:   0.641
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -