BNP Paribas Call 20 CSIQ 16.01.20.../  DE000PC1LWR1  /

EUWAX
21/06/2024  09:08:18 Chg.0.000 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.400EUR 0.00% -
Bid Size: -
-
Ask Size: -
Canadian Solar Inc 20.00 USD 16/01/2026 Call
 

Master data

WKN: PC1LWR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 20.00 USD
Maturity: 16/01/2026
Issue date: 11/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.56
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.48
Parity: -0.37
Time value: 0.42
Break-even: 22.88
Moneyness: 0.80
Premium: 0.53
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 5.00%
Delta: 0.60
Theta: 0.00
Omega: 2.12
Rho: 0.07
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.57%
1 Month     0.00%
3 Months
  -38.46%
YTD
  -64.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.400
1M High / 1M Low: 0.640 0.400
6M High / 6M Low: 1.140 0.380
High (YTD): 02/01/2024 1.110
Low (YTD): 26/04/2024 0.380
52W High: - -
52W Low: - -
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.522
Avg. volume 1M:   0.000
Avg. price 6M:   0.679
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.66%
Volatility 6M:   117.31%
Volatility 1Y:   -
Volatility 3Y:   -