BNP Paribas Put 110 ENPH 20.09.2024
/ DE000PC1GX86
BNP Paribas Put 110 ENPH 20.09.20.../ DE000PC1GX86 /
| 2024-07-08 9:50:42 PM |
Chg.-0.280 |
Bid9:56:12 PM |
Ask9:56:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.500EUR |
-15.73% |
1.500
Bid Size: 5,900 |
1.510
Ask Size: 5,900 |
Enphase Energy Inc |
110.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC1GX8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Enphase Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 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: |
-4.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.55 |
| Parity: |
1.19 |
| Time value: |
0.61 |
| Break-even: |
83.61 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
-0.59 |
| Theta: |
-0.07 |
| Omega: |
-2.94 |
| Rho: |
-0.14 |
Quote data
| Open: |
1.790 |
| High: |
1.790 |
| Low: |
1.500 |
| Previous Close: |
1.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
+68.54% |
| 3 Months |
|
|
-2.60% |
| YTD |
|
|
+7.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.880 |
1.670 |
| 1M High / 1M Low: |
1.880 |
0.600 |
| 6M High / 6M Low: |
2.500 |
0.600 |
| High (YTD): |
2024-02-05 |
2.500 |
| Low (YTD): |
2024-06-12 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.277 |
| Avg. volume 1M: |
|
567.600 |
| Avg. price 6M: |
|
1.474 |
| Avg. volume 6M: |
|
89.386 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.57% |
| Volatility 6M: |
|
154.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
