BNP Paribas Put 100 ENPH 19.12.2025
/ DE000PC1GYJ4
BNP Paribas Put 100 ENPH 19.12.20.../ DE000PC1GYJ4 /
2024-07-08 9:50:32 PM |
Chg.-0.140 |
Bid2024-07-08 |
Ask2024-07-08 |
Underlying |
Strike price |
Expiration date |
Option type |
2.410EUR |
-5.49% |
2.410 Bid Size: 7,500 |
2.420 Ask Size: 7,500 |
Enphase Energy Inc |
100.00 USD |
2025-12-19 |
Put |
Master data
WKN: |
PC1GYJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Enphase Energy Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 USD |
Maturity: |
2025-12-19 |
Issue date: |
2023-12-08 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.21 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.64 |
Historic volatility: |
0.55 |
Parity: |
0.26 |
Time value: |
2.31 |
Break-even: |
66.67 |
Moneyness: |
1.03 |
Premium: |
0.26 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
0.39% |
Delta: |
-0.34 |
Theta: |
-0.02 |
Omega: |
-1.18 |
Rho: |
-0.81 |
Quote data
Open: |
2.560 |
High: |
2.560 |
Low: |
2.410 |
Previous Close: |
2.550 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.86% |
1 Month |
|
|
+24.87% |
3 Months |
|
|
+1.69% |
YTD |
|
|
+15.87% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.600 |
2.500 |
1M High / 1M Low: |
2.600 |
1.710 |
6M High / 6M Low: |
2.920 |
1.710 |
High (YTD): |
2024-02-05 |
2.920 |
Low (YTD): |
2024-06-12 |
1.710 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.544 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.217 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.290 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.96% |
Volatility 6M: |
|
67.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |