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

EUWAX
21/06/2024  08:39:10 Chg.0.000 Bid18:01:34 Ask18:01:34 Underlying Strike price Expiration date Option type
0.590EUR 0.00% 0.590
Bid Size: 100,000
0.610
Ask Size: 100,000
Canadian Solar Inc 14.00 USD 16/01/2026 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: 16/01/2026
Issue date: 17/04/2024
Last trading day: 15/01/2026
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: 0.590
Low: 0.590
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.33%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.590
1M High / 1M Low: 0.880 0.590
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.644
Avg. volume 1W:   0.000
Avg. price 1M:   0.745
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -