BNP Paribas Put 140 ENPH 20.09.2024
/ DE000PC1GYD7
BNP Paribas Put 140 ENPH 20.09.20.../ DE000PC1GYD7 /
| 2024-07-08 9:50:42 PM |
Chg.-0.410 |
Bid9:58:53 PM |
Ask9:58:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.640EUR |
-10.12% |
3.640
Bid Size: 3,800 |
3.650
Ask Size: 3,800 |
Enphase Energy Inc |
140.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC1GYD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Enphase Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 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: |
-2.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.96 |
| Intrinsic value: |
3.96 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.55 |
| Parity: |
3.96 |
| Time value: |
0.13 |
| Break-even: |
88.42 |
| Moneyness: |
1.44 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
-0.83 |
| Theta: |
-0.04 |
| Omega: |
-1.82 |
| Rho: |
-0.23 |
Quote data
| Open: |
4.090 |
| High: |
4.090 |
| Low: |
3.640 |
| Previous Close: |
4.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.65% |
| 1 Month |
|
|
+50.41% |
| 3 Months |
|
|
+12.69% |
| YTD |
|
|
+33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.230 |
3.910 |
| 1M High / 1M Low: |
4.230 |
1.830 |
| 6M High / 6M Low: |
4.550 |
1.830 |
| High (YTD): |
2024-02-05 |
4.550 |
| Low (YTD): |
2024-06-12 |
1.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.174 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.34% |
| Volatility 6M: |
|
119.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
