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

EUWAX
2024-06-07  8:32:46 AM Chg.-0.009 Bid6:06:31 PM Ask6:06:31 PM Underlying Strike price Expiration date Option type
0.077EUR -10.47% 0.071
Bid Size: 54,000
0.091
Ask Size: 54,000
Canadian Solar Inc 32.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2024-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.49
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.47
Parity: -1.26
Time value: 0.09
Break-even: 30.29
Moneyness: 0.57
Premium: 0.80
Premium p.a.: 1.99
Spread abs.: 0.01
Spread %: 16.67%
Delta: 0.22
Theta: -0.01
Omega: 4.15
Rho: 0.02
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.086
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -3.75%
3 Months
  -57.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.086
1M High / 1M Low: 0.110 0.066
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.101
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -