BNP Paribas Put 100 ENPH 20.12.2024
/ DE000PC1GYF2
BNP Paribas Put 100 ENPH 20.12.20.../ DE000PC1GYF2 /
| 2024-07-08 9:50:25 PM |
Chg.-0.180 |
Bid9:58:53 PM |
Ask9:58:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.490EUR |
-10.78% |
1.480
Bid Size: 8,500 |
1.490
Ask Size: 8,500 |
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: |
-5.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.55 |
| Parity: |
0.26 |
| Time value: |
1.43 |
| Break-even: |
75.47 |
| Moneyness: |
1.03 |
| Premium: |
0.16 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
0.60% |
| Delta: |
-0.42 |
| Theta: |
-0.04 |
| Omega: |
-2.23 |
| Rho: |
-0.25 |
Quote data
| Open: |
1.680 |
| High: |
1.680 |
| Low: |
1.490 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.31% |
| 1 Month |
|
|
+47.52% |
| 3 Months |
|
|
-0.67% |
| YTD |
|
|
+12.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.740 |
1.600 |
| 1M High / 1M Low: |
1.740 |
0.780 |
| 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: |
|
1.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.297 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.440 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.88% |
| Volatility 6M: |
|
117.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
