BNP Paribas Call 14 CSIQ 17.01.2025
/ DE000PC8HEU6
BNP Paribas Call 14 CSIQ 17.01.20.../ DE000PC8HEU6 /
| 2024-06-03 9:20:47 PM |
Chg.+0.030 |
Bid9:56:31 PM |
Ask9:56:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+4.29% |
0.710
Bid Size: 27,000 |
0.730
Ask Size: 27,000 |
Canadian Solar Inc |
14.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC8HEU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.47 |
| Parity: |
0.52 |
| Time value: |
0.20 |
| Break-even: |
20.10 |
| Moneyness: |
1.40 |
| Premium: |
0.11 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
2.86% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
2.04 |
| Rho: |
0.05 |
Quote data
| Open: |
0.700 |
| High: |
0.750 |
| Low: |
0.700 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.31% |
| 1 Month |
|
|
+43.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.650 |
| 1M High / 1M Low: |
0.730 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.698 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.556 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
