BNP Paribas Put 115 ENPH 20.09.2024
/ DE000PC1GX94
BNP Paribas Put 115 ENPH 20.09.20.../ DE000PC1GX94 /
2024-08-01 8:57:33 AM |
Chg.-0.250 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
-23.58% |
- Bid Size: - |
- Ask Size: - |
Enphase Energy Inc |
115.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
PC1GX9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Enphase Energy Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
115.00 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: |
-11.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.86 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.59 |
Historic volatility: |
0.57 |
Parity: |
-0.01 |
Time value: |
0.89 |
Break-even: |
97.35 |
Moneyness: |
1.00 |
Premium: |
0.08 |
Premium p.a.: |
0.81 |
Spread abs.: |
0.01 |
Spread %: |
1.14% |
Delta: |
-0.45 |
Theta: |
-0.09 |
Omega: |
-5.33 |
Rho: |
-0.08 |
Quote data
Open: |
0.810 |
High: |
0.810 |
Low: |
0.810 |
Previous Close: |
1.060 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.95% |
1 Month |
|
|
-59.09% |
3 Months |
|
|
-48.73% |
YTD |
|
|
-49.69% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.06 |
0.69 |
1M High / 1M Low: |
2.21 |
0.69 |
6M High / 6M Low: |
2.78 |
0.69 |
High (YTD): |
2024-02-06 |
2.78 |
Low (YTD): |
2024-07-29 |
0.69 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.88 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.48 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.57 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
264.02% |
Volatility 6M: |
|
188.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |