BNP Paribas Call 13 CSIQ 17.01.20.../  DE000PC8HEV4  /

EUWAX
18/06/2024  08:41:08 Chg.-0.030 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.510EUR -5.56% -
Bid Size: -
-
Ask Size: -
Canadian Solar Inc 13.00 USD 17/01/2025 Call
 

Master data

WKN: PC8HEV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 13.00 USD
Maturity: 17/01/2025
Issue date: 17/04/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.00
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.32
Implied volatility: 0.75
Historic volatility: 0.48
Parity: 0.32
Time value: 0.19
Break-even: 17.20
Moneyness: 1.27
Premium: 0.12
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 2.00%
Delta: 0.77
Theta: -0.01
Omega: 2.31
Rho: 0.04
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.56%
1 Month  
+4.08%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.540
1M High / 1M Low: 0.780 0.470
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.608
Avg. volume 1W:   0.000
Avg. price 1M:   0.639
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -