BNP Paribas Put 22 CSIQ 16.01.202.../  DE000PC8HFC1  /

Frankfurt Zert./BNP
2024-05-31  9:20:39 PM Chg.0.000 Bid9:55:11 PM Ask9:55:11 PM Underlying Strike price Expiration date Option type
0.650EUR 0.00% 0.650
Bid Size: 11,000
0.670
Ask Size: 11,000
Canadian Solar Inc 22.00 USD 2026-01-16 Put
 

Master data

WKN: PC8HFC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Put
Strike price: 22.00 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: -2.70
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.22
Implied volatility: 0.68
Historic volatility: 0.47
Parity: 0.22
Time value: 0.45
Break-even: 13.58
Moneyness: 1.12
Premium: 0.25
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 3.08%
Delta: -0.36
Theta: 0.00
Omega: -0.96
Rho: -0.21
 

Quote data

Open: 0.650
High: 0.660
Low: 0.640
Previous Close: 0.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.45%
1 Month
  -20.73%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.650
1M High / 1M Low: 0.820 0.650
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.664
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:   64.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -