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

EUWAX
03/06/2024  08:30:57 Chg.0.000 Bid10:05:28 Ask10:05:28 Underlying Strike price Expiration date Option type
0.130EUR 0.00% 0.130
Bid Size: 20,000
0.150
Ask Size: 20,000
Canadian Solar Inc 32.00 USD 17/01/2025 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: 17/01/2025
Issue date: 21/02/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.93
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.47
Parity: -1.14
Time value: 0.14
Break-even: 30.89
Moneyness: 0.61
Premium: 0.71
Premium p.a.: 1.35
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.29
Theta: -0.01
Omega: 3.73
Rho: 0.02
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month  
+56.63%
3 Months
  -38.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: 0.130 0.070
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -