BNP Paribas Put 130 ENPH 20.09.2024
/ DE000PC1GYC9
BNP Paribas Put 130 ENPH 20.09.20.../ DE000PC1GYC9 /
9/6/2024 9:02:36 AM |
Chg.+0.13 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.73EUR |
+8.13% |
- Bid Size: - |
- Ask Size: - |
Enphase Energy Inc |
130.00 USD |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
12/8/2023 |
Last trading day: |
9/19/2024 |
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: |
1.73 |
High: |
1.73 |
Low: |
1.73 |
Previous Close: |
1.60 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+74.75% |
1 Month |
|
|
-32.16% |
3 Months |
|
|
+22.70% |
YTD |
|
|
-23.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.73 |
1.02 |
1M High / 1M Low: |
2.55 |
0.95 |
6M High / 6M Low: |
3.37 |
0.95 |
High (YTD): |
2/6/2024 |
3.78 |
Low (YTD): |
8/26/2024 |
0.95 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.41 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.48 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.21 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
293.78% |
Volatility 6M: |
|
195.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |