BNP Paribas Call 17 CSIQ 20.12.20.../  DE000PC8HEM3  /

Frankfurt Zert./BNP
2024-06-14  9:20:41 PM Chg.-0.050 Bid9:45:40 PM Ask9:45:40 PM Underlying Strike price Expiration date Option type
0.340EUR -12.82% 0.330
Bid Size: 22,000
0.340
Ask Size: 22,000
Canadian Solar Inc 17.00 USD 2024-12-20 Call
 

Master data

WKN: PC8HEM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 17.00 USD
Maturity: 2024-12-20
Issue date: 2024-04-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.68
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.48
Parity: 0.00
Time value: 0.34
Break-even: 19.28
Moneyness: 1.00
Premium: 0.21
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.62
Theta: -0.01
Omega: 2.89
Rho: 0.03
 

Quote data

Open: 0.390
High: 0.390
Low: 0.340
Previous Close: 0.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month  
+17.24%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.340
1M High / 1M Low: 0.540 0.270
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.380
Avg. volume 1W:   0.000
Avg. price 1M:   0.404
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   209.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -