BNP Paribas Call 17 CSIQ 17.01.20.../  DE000PC8HET8  /

EUWAX
2024-09-20  8:40:17 AM Chg.-0.020 Bid10:05:25 AM Ask10:05:25 AM Underlying Strike price Expiration date Option type
0.120EUR -14.29% 0.120
Bid Size: 50,000
0.140
Ask Size: 50,000
Canadian Solar Inc 17.00 USD 2025-01-17 Call
 

Master data

WKN: PC8HET
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 17.00 USD
Maturity: 2025-01-17
Issue date: 2024-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.88
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.54
Parity: -0.24
Time value: 0.13
Break-even: 16.53
Moneyness: 0.84
Premium: 0.29
Premium p.a.: 1.17
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.42
Theta: -0.01
Omega: 4.20
Rho: 0.01
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -29.41%
3 Months
  -58.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.100
1M High / 1M Low: 0.170 0.050
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   391.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -