BNP Paribas Put 120 ENPH 20.09.2024
/ DE000PC1GYA3
BNP Paribas Put 120 ENPH 20.09.20.../ DE000PC1GYA3 /
| 06/09/2024 21:50:33 |
Chg.+0.200 |
Bid21:59:36 |
Ask21:59:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
+21.28% |
1.140
Bid Size: 3,800 |
1.150
Ask Size: 3,800 |
Enphase Energy Inc |
120.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
PC1GYA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Enphase Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 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: |
-8.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.56 |
| Parity: |
1.02 |
| Time value: |
0.13 |
| Break-even: |
96.75 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
-0.78 |
| Theta: |
-0.12 |
| Omega: |
-6.64 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.960 |
| High: |
1.180 |
| Low: |
0.850 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+132.65% |
| 1 Month |
|
|
-20.83% |
| 3 Months |
|
|
-12.31% |
| YTD |
|
|
-36.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.460 |
| 1M High / 1M Low: |
1.440 |
0.440 |
| 6M High / 6M Low: |
2.600 |
0.440 |
| High (YTD): |
05/02/2024 |
3.130 |
| Low (YTD): |
28/08/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.864 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.833 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.610 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
414.46% |
| Volatility 6M: |
|
237.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
