BNP Paribas Put 130 ENPH 20.09.2024
/ DE000PC1GYC9
BNP Paribas Put 130 ENPH 20.09.20.../ DE000PC1GYC9 /
| 06/09/2024 21:50:44 |
Chg.+0.270 |
Bid21:59:36 |
Ask21:59:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.950EUR |
+16.07% |
1.950
Bid Size: 3,200 |
1.960
Ask Size: 3,200 |
Enphase Energy Inc |
130.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
PC1GYC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Enphase Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 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: |
-5.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.56 |
| Parity: |
1.93 |
| Time value: |
0.03 |
| Break-even: |
97.67 |
| Moneyness: |
1.20 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
-0.91 |
| Theta: |
-0.07 |
| Omega: |
-4.55 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.710 |
| High: |
1.980 |
| Low: |
1.580 |
| Previous Close: |
1.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+87.50% |
| 1 Month |
|
|
-8.88% |
| 3 Months |
|
|
+7.14% |
| YTD |
|
|
-12.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.950 |
1.010 |
| 1M High / 1M Low: |
2.140 |
0.910 |
| 6M High / 6M Low: |
3.390 |
0.910 |
| High (YTD): |
05/02/2024 |
3.820 |
| Low (YTD): |
28/08/2024 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.210 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.48% |
| Volatility 6M: |
|
187.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
