BNP Paribas Put 100 ENPH 17.01.2025
/ DE000PC1GYG0
BNP Paribas Put 100 ENPH 17.01.20.../ DE000PC1GYG0 /
| 06/09/2024 21:50:32 |
Chg.+0.100 |
Bid21:59:58 |
Ask21:59:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
+10.42% |
1.070
Bid Size: 9,400 |
1.080
Ask Size: 9,400 |
Enphase Energy Inc |
100.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
PC1GYG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Enphase Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
08/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.56 |
| Parity: |
-0.78 |
| Time value: |
1.08 |
| Break-even: |
79.41 |
| Moneyness: |
0.92 |
| Premium: |
0.19 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
-0.33 |
| Theta: |
-0.05 |
| Omega: |
-3.00 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.970 |
| High: |
1.080 |
| Low: |
0.930 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.21% |
| 1 Month |
|
|
-14.52% |
| 3 Months |
|
|
-3.64% |
| YTD |
|
|
-24.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.720 |
| 1M High / 1M Low: |
1.240 |
0.700 |
| 6M High / 6M Low: |
1.830 |
0.700 |
| High (YTD): |
05/02/2024 |
2.280 |
| Low (YTD): |
28/08/2024 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.895 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.303 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.43% |
| Volatility 6M: |
|
138.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
