BNP Paribas Call 14 CSIQ 16.01.20.../  DE000PC8HE16  /

Frankfurt Zert./BNP
6/21/2024  9:20:51 PM Chg.0.000 Bid9:55:03 PM Ask9:55:03 PM Underlying Strike price Expiration date Option type
0.590EUR 0.00% 0.580
Bid Size: 50,000
0.600
Ask Size: 50,000
Canadian Solar Inc 14.00 USD 1/16/2026 Call
 

Master data

WKN: PC8HE1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 14.00 USD
Maturity: 1/16/2026
Issue date: 4/17/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.45
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.19
Implied volatility: 0.71
Historic volatility: 0.48
Parity: 0.19
Time value: 0.42
Break-even: 19.18
Moneyness: 1.14
Premium: 0.28
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 3.39%
Delta: 0.75
Theta: 0.00
Omega: 1.83
Rho: 0.08
 

Quote data

Open: 0.590
High: 0.600
Low: 0.590
Previous Close: 0.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.24%
1 Month
  -22.37%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.590
1M High / 1M Low: 0.900 0.590
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.602
Avg. volume 1W:   0.000
Avg. price 1M:   0.746
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -