BNP Paribas Put 100 ENPH 20.12.2024
/ DE000PC1GYF2
BNP Paribas Put 100 ENPH 20.12.20.../ DE000PC1GYF2 /
| 2024-08-01 9:50:25 PM |
Chg.+0.170 |
Bid9:56:11 PM |
Ask9:56:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
+18.68% |
1.090
Bid Size: 9,300 |
1.100
Ask Size: 9,300 |
Enphase Energy Inc |
100.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC1GYF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Enphase Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.57 |
| Parity: |
-1.40 |
| Time value: |
0.94 |
| Break-even: |
82.99 |
| Moneyness: |
0.87 |
| Premium: |
0.22 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.01 |
| Spread %: |
1.08% |
| Delta: |
-0.28 |
| Theta: |
-0.05 |
| Omega: |
-3.16 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.890 |
| High: |
1.110 |
| Low: |
0.860 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.35% |
| 1 Month |
|
|
-35.71% |
| 3 Months |
|
|
-26.53% |
| YTD |
|
|
-18.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.860 |
| 1M High / 1M Low: |
1.740 |
0.860 |
| 6M High / 6M Low: |
2.220 |
0.780 |
| High (YTD): |
2024-02-05 |
2.220 |
| Low (YTD): |
2024-06-12 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.343 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.17% |
| Volatility 6M: |
|
138.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
