BNP Paribas Call 16 CSIQ 16.01.20.../  DE000PC8HEZ5  /

Frankfurt Zert./BNP
21/06/2024  13:21:13 Chg.-0.010 Bid13:22:57 Ask13:22:57 Underlying Strike price Expiration date Option type
0.510EUR -1.92% 0.520
Bid Size: 46,000
0.550
Ask Size: 46,000
Canadian Solar Inc 16.00 USD 16/01/2026 Call
 

Master data

WKN: PC8HEZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 16.00 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: 2.77
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.48
Parity: 0.00
Time value: 0.54
Break-even: 20.35
Moneyness: 1.00
Premium: 0.36
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 3.85%
Delta: 0.69
Theta: 0.00
Omega: 1.92
Rho: 0.08
 

Quote data

Open: 0.520
High: 0.520
Low: 0.510
Previous Close: 0.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.00%
1 Month
  -3.77%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.510
1M High / 1M Low: 0.810 0.510
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.542
Avg. volume 1W:   0.000
Avg. price 1M:   0.662
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -