BNP Paribas Call 16 CSIQ 19.12.20.../  DE000PC8HEW2  /

Frankfurt Zert./BNP
2024-06-21  12:21:11 PM Chg.0.000 Bid2024-06-21 Ask2024-06-21 Underlying Strike price Expiration date Option type
0.510EUR 0.00% 0.510
Bid Size: 46,000
0.530
Ask Size: 46,000
Canadian Solar Inc 16.00 USD 2025-12-19 Call
 

Master data

WKN: PC8HEW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 16.00 USD
Maturity: 2025-12-19
Issue date: 2024-04-17
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.82
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.48
Parity: 0.00
Time value: 0.53
Break-even: 20.25
Moneyness: 1.00
Premium: 0.35
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 3.92%
Delta: 0.69
Theta: 0.00
Omega: 1.95
Rho: 0.08
 

Quote data

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

Performance

1 Week
  -13.56%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.500
1M High / 1M Low: 0.790 0.500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.647
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -