BNP Paribas Call 22 CSIQ 19.12.20.../  DE000PC1LWL4  /

Frankfurt Zert./BNP
9/20/2024  9:20:39 PM Chg.-0.020 Bid9:58:34 PM Ask9:58:34 PM Underlying Strike price Expiration date Option type
0.200EUR -9.09% 0.210
Bid Size: 50,000
0.220
Ask Size: 50,000
Canadian Solar Inc 22.00 USD 12/19/2025 Call
 

Master data

WKN: PC1LWL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 22.00 USD
Maturity: 12/19/2025
Issue date: 12/11/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.72
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.54
Parity: -0.71
Time value: 0.22
Break-even: 21.91
Moneyness: 0.64
Premium: 0.74
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.45
Theta: 0.00
Omega: 2.55
Rho: 0.04
 

Quote data

Open: 0.220
High: 0.220
Low: 0.200
Previous Close: 0.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month  
+25.00%
3 Months
  -41.18%
YTD
  -80.77%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.200
1M High / 1M Low: 0.250 0.150
6M High / 6M Low: 0.590 0.150
High (YTD): 1/2/2024 1.000
Low (YTD): 9/10/2024 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   0.345
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   192.72%
Volatility 6M:   162.59%
Volatility 1Y:   -
Volatility 3Y:   -