BNP Paribas Put 105 ENPH 20.09.2024
/ DE000PC1GX78
BNP Paribas Put 105 ENPH 20.09.20.../ DE000PC1GX78 /
| 2024-07-08 9:50:30 PM |
Chg.-0.250 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
-17.01% |
1.230
Bid Size: 6,800 |
1.240
Ask Size: 6,800 |
Enphase Energy Inc |
105.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC1GX7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Enphase Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.55 |
| Parity: |
0.73 |
| Time value: |
0.76 |
| Break-even: |
82.09 |
| Moneyness: |
1.08 |
| Premium: |
0.09 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
-0.53 |
| Theta: |
-0.07 |
| Omega: |
-3.19 |
| Rho: |
-0.13 |
Quote data
| Open: |
1.480 |
| High: |
1.480 |
| Low: |
1.220 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.67% |
| 1 Month |
|
|
+69.44% |
| 3 Months |
|
|
-7.58% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.560 |
1.380 |
| 1M High / 1M Low: |
1.560 |
0.480 |
| 6M High / 6M Low: |
2.210 |
0.480 |
| High (YTD): |
2024-02-05 |
2.210 |
| Low (YTD): |
2024-06-12 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.044 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.257 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.00% |
| Volatility 6M: |
|
160.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
