BNP Paribas Call 15 CSIQ 19.12.2025
/ DE000PC7Y096
BNP Paribas Call 15 CSIQ 19.12.20.../ DE000PC7Y096 /
| 2024-05-09 9:20:52 PM |
Chg.-0.040 |
Bid9:58:21 PM |
Ask9:58:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-5.71% |
0.660
Bid Size: 15,000 |
0.680
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: |
2.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.45 |
| Parity: |
0.24 |
| Time value: |
0.48 |
| Break-even: |
21.16 |
| Moneyness: |
1.17 |
| Premium: |
0.29 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.86% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
1.73 |
| Rho: |
0.09 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.620 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.45% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.620 |
| 1M High / 1M Low: |
0.770 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.598 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
