BNP Paribas Put 120 ENPH 20.09.2024
/ DE000PC1GYA3
BNP Paribas Put 120 ENPH 20.09.20.../ DE000PC1GYA3 /
| 01/08/2024 08:57:33 |
Chg.-0.28 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-20.90% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-9.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.57 |
| Parity: |
0.45 |
| Time value: |
0.70 |
| Break-even: |
99.37 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
-0.52 |
| Theta: |
-0.09 |
| Omega: |
-4.84 |
| Rho: |
-0.09 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.92% |
| 1 Month |
|
|
-57.77% |
| 3 Months |
|
|
-50.93% |
| YTD |
|
|
-41.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
0.91 |
| 1M High / 1M Low: |
2.58 |
0.91 |
| 6M High / 6M Low: |
3.10 |
0.88 |
| High (YTD): |
06/02/2024 |
3.10 |
| Low (YTD): |
13/06/2024 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.29% |
| Volatility 6M: |
|
177.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
