BNP Paribas Put 105 ENPH 20.09.2024
/ DE000PC1GX78
BNP Paribas Put 105 ENPH 20.09.20.../ DE000PC1GX78 /
| 01/08/2024 21:50:33 |
Chg.+0.160 |
Bid21:55:21 |
Ask21:55:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+34.78% |
0.640
Bid Size: 8,100 |
0.650
Ask Size: 8,100 |
Enphase Energy Inc |
105.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
08/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.57 |
| Parity: |
-0.93 |
| Time value: |
0.49 |
| Break-even: |
92.11 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
1.50 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
-0.29 |
| Theta: |
-0.08 |
| Omega: |
-6.34 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.430 |
| High: |
0.660 |
| Low: |
0.420 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.78% |
| 1 Month |
|
|
-58.67% |
| 3 Months |
|
|
-50.79% |
| YTD |
|
|
-49.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.410 |
| 1M High / 1M Low: |
1.560 |
0.410 |
| 6M High / 6M Low: |
2.210 |
0.410 |
| High (YTD): |
05/02/2024 |
2.210 |
| Low (YTD): |
26/07/2024 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.944 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.117 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.04% |
| Volatility 6M: |
|
205.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
