BNP Paribas Call 15 CSIQ 16.01.20.../  DE000PC7Y1A1  /

EUWAX
2024-06-21  8:37:17 AM Chg.0.000 Bid5:05:46 PM Ask5:05:46 PM Underlying Strike price Expiration date Option type
0.550EUR 0.00% 0.550
Bid Size: 96,000
0.570
Ask Size: 96,000
Canadian Solar Inc 15.00 USD 2026-01-16 Call
 

Master data

WKN: PC7Y1A
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 15.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-09
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.58
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.10
Implied volatility: 0.72
Historic volatility: 0.48
Parity: 0.10
Time value: 0.48
Break-even: 19.81
Moneyness: 1.07
Premium: 0.32
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 3.57%
Delta: 0.72
Theta: 0.00
Omega: 1.86
Rho: 0.08
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.550
1M High / 1M Low: 0.840 0.550
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.604
Avg. volume 1W:   0.000
Avg. price 1M:   0.704
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -