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

EUWAX
2024-05-24  8:39:24 AM Chg.-0.040 Bid1:58:06 PM Ask1:58:06 PM Underlying Strike price Expiration date Option type
0.650EUR -5.80% 0.650
Bid Size: 14,000
0.680
Ask Size: 14,000
Canadian Solar Inc 16.00 USD 2026-01-16 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: 2026-01-16
Issue date: 2024-04-17
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.44
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.15
Implied volatility: 0.72
Historic volatility: 0.47
Parity: 0.15
Time value: 0.52
Break-even: 21.50
Moneyness: 1.10
Premium: 0.32
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 3.08%
Delta: 0.74
Theta: 0.00
Omega: 1.80
Rho: 0.09
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.690
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month  
+27.45%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.520
1M High / 1M Low: 0.690 0.490
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.564
Avg. volume 1W:   0.000
Avg. price 1M:   0.581
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -