BNP Paribas Call 14 CSIQ 17.01.20.../  DE000PC8HEU6  /

EUWAX
2024-06-10  8:39:25 AM Chg.-0.070 Bid6:24:55 PM Ask6:24:55 PM Underlying Strike price Expiration date Option type
0.520EUR -11.86% 0.540
Bid Size: 50,000
0.550
Ask Size: 50,000
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: 3.04
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.31
Implied volatility: 0.75
Historic volatility: 0.48
Parity: 0.31
Time value: 0.22
Break-even: 18.29
Moneyness: 1.24
Premium: 0.13
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.76
Theta: -0.01
Omega: 2.31
Rho: 0.04
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.71%
1 Month
  -3.70%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.590
1M High / 1M Low: 0.710 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.654
Avg. volume 1W:   0.000
Avg. price 1M:   0.562
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   189.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -