BNP Paribas Put 130 ENPH 20.09.2024
/ DE000PC1GYC9
BNP Paribas Put 130 ENPH 20.09.20.../ DE000PC1GYC9 /
| 2024-08-01 9:50:34 PM |
Chg.+0.370 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.090EUR |
+21.51% |
2.120
Bid Size: 3,800 |
2.130
Ask Size: 3,800 |
Enphase Energy Inc |
130.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.57 |
| Parity: |
1.38 |
| Time value: |
0.39 |
| Break-even: |
102.41 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
-0.67 |
| Theta: |
-0.08 |
| Omega: |
-4.00 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.650 |
| High: |
2.160 |
| Low: |
1.580 |
| Previous Close: |
1.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.01% |
| 1 Month |
|
|
-36.28% |
| 3 Months |
|
|
-21.43% |
| YTD |
|
|
-6.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.120 |
1.550 |
| 1M High / 1M Low: |
3.390 |
1.550 |
| 6M High / 6M Low: |
3.820 |
1.330 |
| High (YTD): |
2024-02-05 |
3.820 |
| Low (YTD): |
2024-06-12 |
1.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.768 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.418 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.399 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.43% |
| Volatility 6M: |
|
155.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
