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

Frankfurt Zert./BNP
2024-05-22  9:20:41 PM Chg.+0.150 Bid9:50:07 PM Ask9:50:07 PM Underlying Strike price Expiration date Option type
0.720EUR +26.32% -
Bid Size: -
-
Ask Size: -
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: 2.51
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.08
Implied volatility: 0.73
Historic volatility: 0.45
Parity: 0.08
Time value: 0.50
Break-even: 19.62
Moneyness: 1.06
Premium: 0.35
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 3.57%
Delta: 0.72
Theta: 0.00
Omega: 1.82
Rho: 0.08
 

Quote data

Open: 0.560
High: 0.720
Low: 0.560
Previous Close: 0.570
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+22.03%
1 Month  
+33.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.560
1M High / 1M Low: 0.730 0.500
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:   0.618
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   158.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -