BNP Paribas Call 15 CSIQ 19.12.2025
/ DE000PC7Y096
BNP Paribas Call 15 CSIQ 19.12.20.../ DE000PC7Y096 /
| 2024-05-31 9:20:51 PM |
Chg.+0.010 |
Bid9:55:13 PM |
Ask9:55:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+1.25% |
0.800
Bid Size: 15,000 |
0.820
Ask Size: 15,000 |
Canadian Solar Inc |
15.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC7Y09 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.47 |
| Parity: |
0.43 |
| Time value: |
0.39 |
| Break-even: |
22.03 |
| Moneyness: |
1.31 |
| Premium: |
0.22 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.50% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
1.75 |
| Rho: |
0.10 |
Quote data
| Open: |
0.810 |
| High: |
0.820 |
| Low: |
0.780 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.08% |
| 1 Month |
|
|
+32.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.710 |
| 1M High / 1M Low: |
0.820 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.661 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
