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

EUWAX
2024-05-23  8:34:59 AM Chg.+0.110 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.730EUR +17.74% -
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: 2.24
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.29
Implied volatility: 0.74
Historic volatility: 0.47
Parity: 0.29
Time value: 0.46
Break-even: 21.36
Moneyness: 1.21
Premium: 0.27
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 2.74%
Delta: 0.77
Theta: 0.00
Omega: 1.73
Rho: 0.09
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.73%
1 Month  
+35.19%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.550
1M High / 1M Low: 0.730 0.520
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.610
Avg. volume 1W:   0.000
Avg. price 1M:   0.620
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -