BNP Paribas Put 105 ENPH 17.01.2025
/ DE000PC61Z55
BNP Paribas Put 105 ENPH 17.01.20.../ DE000PC61Z55 /
| 11/14/2024 7:05:14 PM |
Chg.-0.190 |
Bid7:20:21 PM |
Ask7:20:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.070EUR |
-4.46% |
4.030
Bid Size: 10,200 |
4.040
Ask Size: 10,200 |
Enphase Energy Inc |
105.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
PC61Z5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Enphase Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
3/21/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.22 |
| Intrinsic value: |
4.22 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.59 |
| Parity: |
4.22 |
| Time value: |
0.01 |
| Break-even: |
57.08 |
| Moneyness: |
1.74 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.24% |
| Delta: |
-0.92 |
| Theta: |
-0.01 |
| Omega: |
-1.24 |
| Rho: |
-0.17 |
Quote data
| Open: |
4.250 |
| High: |
4.280 |
| Low: |
4.070 |
| Previous Close: |
4.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.14% |
| 1 Month |
|
|
+199.26% |
| 3 Months |
|
|
+225.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.260 |
3.080 |
| 1M High / 1M Low: |
4.260 |
1.360 |
| 6M High / 6M Low: |
4.260 |
0.830 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.452 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.516 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.80% |
| Volatility 6M: |
|
176.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
