BNP Paribas Call 17 CSIQ 21.06.20.../  DE000PC8HEE0  /

EUWAX
2024-06-07  8:40:38 AM Chg.-0.030 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.160EUR -15.79% -
Bid Size: -
-
Ask Size: -
Canadian Solar Inc 17.00 USD 2024-06-21 Call
 

Master data

WKN: PC8HEE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 17.00 USD
Maturity: 2024-06-21
Issue date: 2024-04-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.10
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.04
Implied volatility: 0.66
Historic volatility: 0.48
Parity: 0.04
Time value: 0.06
Break-even: 16.74
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 1.98
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.60
Theta: -0.03
Omega: 9.67
Rho: 0.00
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -15.79%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.160
1M High / 1M Low: 0.290 0.071
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.226
Avg. volume 1W:   0.000
Avg. price 1M:   0.165
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   563.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -