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

EUWAX
2024-05-23  8:37:56 AM Chg.+0.160 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.780EUR +25.81% -
Bid Size: -
-
Ask Size: -
Canadian Solar Inc 14.00 USD 2026-01-16 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: 2026-01-16
Issue date: 2024-04-17
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.10
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.39
Implied volatility: 0.76
Historic volatility: 0.47
Parity: 0.39
Time value: 0.41
Break-even: 20.93
Moneyness: 1.30
Premium: 0.25
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 2.56%
Delta: 0.79
Theta: 0.00
Omega: 1.67
Rho: 0.09
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.42%
1 Month  
+32.20%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.590
1M High / 1M Low: 0.750 0.550
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.620
Avg. volume 1W:   0.000
Avg. price 1M:   0.648
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -