BNP Paribas Call 13 CSIQ 20.12.20.../  DE000PC8HEQ4  /

Frankfurt Zert./BNP
2024-06-21  9:20:38 PM Chg.-0.010 Bid9:50:19 PM Ask9:50:19 PM Underlying Strike price Expiration date Option type
0.440EUR -2.22% 0.440
Bid Size: 50,000
0.450
Ask Size: 50,000
Canadian Solar Inc 13.00 USD 2024-12-20 Call
 

Master data

WKN: PC8HEQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 13.00 USD
Maturity: 2024-12-20
Issue date: 2024-04-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.28
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.26
Implied volatility: 0.78
Historic volatility: 0.48
Parity: 0.26
Time value: 0.19
Break-even: 16.66
Moneyness: 1.21
Premium: 0.13
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.74
Theta: -0.01
Omega: 2.44
Rho: 0.03
 

Quote data

Open: 0.460
High: 0.460
Low: 0.430
Previous Close: 0.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.52%
1 Month
  -27.87%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.440
1M High / 1M Low: 0.780 0.440
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.611
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -