BNP Paribas Put 100 ENPH 20.12.2024
/ DE000PC1GYF2
BNP Paribas Put 100 ENPH 20.12.20.../ DE000PC1GYF2 /
| 14/11/2024 15:50:40 |
Chg.-0.050 |
Bid16:00:27 |
Ask16:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.740EUR |
-1.32% |
3.790
Bid Size: 10,600 |
3.800
Ask Size: 10,600 |
Enphase Energy Inc |
100.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
08/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.75 |
| Intrinsic value: |
3.75 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.59 |
| Parity: |
3.75 |
| Time value: |
0.01 |
| Break-even: |
57.04 |
| Moneyness: |
1.66 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
-0.94 |
| Theta: |
-0.02 |
| Omega: |
-1.43 |
| Rho: |
-0.09 |
Quote data
| Open: |
3.770 |
| High: |
3.800 |
| Low: |
3.700 |
| Previous Close: |
3.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.85% |
| 1 Month |
|
|
+263.11% |
| 3 Months |
|
|
+285.57% |
| YTD |
|
|
+181.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.790 |
2.600 |
| 1M High / 1M Low: |
3.790 |
1.030 |
| 6M High / 6M Low: |
3.790 |
0.600 |
| High (YTD): |
13/11/2024 |
3.790 |
| Low (YTD): |
28/08/2024 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.010 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.201 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
346.68% |
| Volatility 6M: |
|
211.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
