BNP Paribas Put 125 ENPH 20.09.2024
/ DE000PC1GYB1
BNP Paribas Put 125 ENPH 20.09.20.../ DE000PC1GYB1 /
| 8/1/2024 9:50:24 PM |
Chg.+0.340 |
Bid9:57:04 PM |
Ask9:57:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.730EUR |
+24.46% |
1.760
Bid Size: 4,200 |
1.770
Ask Size: 4,200 |
Enphase Energy Inc |
125.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
PC1GYB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Enphase Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.57 |
| Parity: |
0.91 |
| Time value: |
0.53 |
| Break-even: |
101.09 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
-0.60 |
| Theta: |
-0.08 |
| Omega: |
-4.42 |
| Rho: |
-0.11 |
Quote data
| Open: |
1.340 |
| High: |
1.800 |
| Low: |
1.270 |
| Previous Close: |
1.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.06% |
| 1 Month |
|
|
-40.14% |
| 3 Months |
|
|
-26.07% |
| YTD |
|
|
-13.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.760 |
1.250 |
| 1M High / 1M Low: |
2.980 |
1.250 |
| 6M High / 6M Low: |
3.470 |
1.110 |
| High (YTD): |
2/5/2024 |
3.470 |
| Low (YTD): |
6/12/2024 |
1.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.101 |
| Avg. volume 6M: |
|
53.858 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.03% |
| Volatility 6M: |
|
164.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
