BNP Paribas Call 17 CSIQ 17.01.20.../  DE000PC8HET8  /

Frankfurt Zert./BNP
2024-06-10  9:21:22 AM Chg.-0.010 Bid10:05:25 AM Ask10:05:25 AM Underlying Strike price Expiration date Option type
0.370EUR -2.63% 0.370
Bid Size: 20,000
0.390
Ask Size: 20,000
Canadian Solar Inc 17.00 USD 2025-01-17 Call
 

Master data

WKN: PC8HET
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 17.00 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: 4.14
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.04
Implied volatility: 0.73
Historic volatility: 0.48
Parity: 0.04
Time value: 0.35
Break-even: 19.67
Moneyness: 1.02
Premium: 0.22
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.64
Theta: -0.01
Omega: 2.66
Rho: 0.04
 

Quote data

Open: 0.380
High: 0.380
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -33.93%
1 Month  
+32.14%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.380
1M High / 1M Low: 0.560 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.466
Avg. volume 1W:   0.000
Avg. price 1M:   0.415
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -