BNP Paribas Call 14 CSIQ 19.12.20.../  DE000PC8HEY8  /

Frankfurt Zert./BNP
2024-06-10  5:21:29 PM Chg.-0.020 Bid5:22:27 PM Ask5:22:27 PM Underlying Strike price Expiration date Option type
0.670EUR -2.90% 0.670
Bid Size: 32,000
0.690
Ask Size: 32,000
Canadian Solar Inc 14.00 USD 2025-12-19 Call
 

Master data

WKN: PC8HEY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 14.00 USD
Maturity: 2025-12-19
Issue date: 2024-04-17
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.27
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.31
Implied volatility: 0.73
Historic volatility: 0.48
Parity: 0.31
Time value: 0.40
Break-even: 20.09
Moneyness: 1.24
Premium: 0.25
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 2.90%
Delta: 0.77
Theta: 0.00
Omega: 1.76
Rho: 0.08
 

Quote data

Open: 0.690
High: 0.690
Low: 0.650
Previous Close: 0.690
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.72%
1 Month  
+19.64%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.690
1M High / 1M Low: 0.890 0.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.788
Avg. volume 1W:   0.000
Avg. price 1M:   0.722
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -