BNP Paribas Put 100 ENPH 17.01.2025
/ DE000PC1GYG0
BNP Paribas Put 100 ENPH 17.01.20.../ DE000PC1GYG0 /
| 08/10/2024 08:58:51 |
Chg.0.00 |
Bid20:24:36 |
Ask20:24:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
0.00% |
1.06
Bid Size: 16,800 |
1.07
Ask Size: 16,800 |
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: |
-9.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.57 |
| Parity: |
-0.58 |
| Time value: |
1.03 |
| Break-even: |
80.82 |
| Moneyness: |
0.94 |
| Premium: |
0.17 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.01 |
| Spread %: |
0.98% |
| Delta: |
-0.35 |
| Theta: |
-0.06 |
| Omega: |
-3.32 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.02 |
| High: |
1.02 |
| Low: |
1.02 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.89% |
| 1 Month |
|
|
+5.15% |
| 3 Months |
|
|
-42.37% |
| YTD |
|
|
-28.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.02 |
0.83 |
| 1M High / 1M Low: |
1.21 |
0.69 |
| 6M High / 6M Low: |
1.82 |
0.69 |
| High (YTD): |
06/02/2024 |
2.26 |
| Low (YTD): |
19/09/2024 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.27% |
| Volatility 6M: |
|
158.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
