BNP Paribas Call 14 CSIQ 17.01.20.../  DE000PC8HEU6  /

EUWAX
2024-06-14  8:40:39 AM Chg.-0.030 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.560EUR -5.08% -
Bid Size: -
-
Ask Size: -
Canadian Solar Inc 14.00 USD 2025-01-17 Call
 

Master data

WKN: PC8HEU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 14.00 USD
Maturity: 2025-01-17
Issue date: 2024-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.18
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.28
Implied volatility: 0.74
Historic volatility: 0.48
Parity: 0.28
Time value: 0.22
Break-even: 18.08
Moneyness: 1.22
Premium: 0.14
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.75
Theta: -0.01
Omega: 2.38
Rho: 0.04
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.08%
1 Month  
+5.66%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.520
1M High / 1M Low: 0.710 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.554
Avg. volume 1W:   0.000
Avg. price 1M:   0.572
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -