BNP Paribas Put 105 ENPH 17.01.2025
/ DE000PC61Z55
BNP Paribas Put 105 ENPH 17.01.20.../ DE000PC61Z55 /
| 14/11/2024 08:59:57 |
Chg.-0.03 |
Bid18:35:35 |
Ask18:35:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.27EUR |
-0.70% |
4.10
Bid Size: 10,200 |
4.11
Ask Size: 10,200 |
Enphase Energy Inc |
105.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
21/03/2024 |
| Last trading day: |
16/01/2025 |
| 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: |
4.27 |
| High: |
4.27 |
| Low: |
4.27 |
| Previous Close: |
4.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.33% |
| 1 Month |
|
|
+211.68% |
| 3 Months |
|
|
+247.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.30 |
3.00 |
| 1M High / 1M Low: |
4.30 |
1.37 |
| 6M High / 6M Low: |
4.30 |
0.83 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.58 |
| Avg. volume 1W: |
|
354 |
| Avg. price 1M: |
|
2.38 |
| Avg. volume 1M: |
|
1,655.83 |
| Avg. price 6M: |
|
1.50 |
| Avg. volume 6M: |
|
881.57 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.68% |
| Volatility 6M: |
|
169.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
