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

EUWAX
6/14/2024  9:23:04 AM Chg.-0.030 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.510EUR -5.56% -
Bid Size: -
-
Ask Size: -
Canadian Solar Inc 20.00 USD 1/16/2026 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: 1/16/2026
Issue date: 12/11/2023
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.32
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.48
Parity: -0.28
Time value: 0.48
Break-even: 23.48
Moneyness: 0.85
Premium: 0.48
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 4.35%
Delta: 0.62
Theta: -0.01
Omega: 2.07
Rho: 0.08
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month  
+10.87%
3 Months
  -22.73%
YTD
  -55.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.480
1M High / 1M Low: 0.640 0.400
6M High / 6M Low: 1.140 0.380
High (YTD): 1/2/2024 1.110
Low (YTD): 4/26/2024 0.380
52W High: - -
52W Low: - -
Avg. price 1W:   0.508
Avg. volume 1W:   0.000
Avg. price 1M:   0.529
Avg. volume 1M:   0.000
Avg. price 6M:   0.696
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.24%
Volatility 6M:   116.51%
Volatility 1Y:   -
Volatility 3Y:   -