BNP Paribas Put 140 ENPH 20.09.2024
/ DE000PC1GYD7
BNP Paribas Put 140 ENPH 20.09.20.../ DE000PC1GYD7 /
| 06/09/2024 09:02:36 |
Chg.+0.14 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.59EUR |
+5.71% |
-
Bid Size: - |
-
Ask Size: - |
Enphase Energy Inc |
140.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
08/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.83 |
| Intrinsic value: |
2.83 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.56 |
| Parity: |
2.83 |
| Time value: |
0.01 |
| Break-even: |
97.89 |
| Moneyness: |
1.29 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.35% |
| Delta: |
-0.95 |
| Theta: |
-0.04 |
| Omega: |
-3.28 |
| Rho: |
-0.04 |
Quote data
| Open: |
2.59 |
| High: |
2.59 |
| Low: |
2.59 |
| Previous Close: |
2.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.46% |
| 1 Month |
|
|
-25.79% |
| 3 Months |
|
|
+34.90% |
| YTD |
|
|
-6.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.59 |
1.78 |
| 1M High / 1M Low: |
3.49 |
1.60 |
| 6M High / 6M Low: |
4.22 |
1.60 |
| High (YTD): |
06/02/2024 |
4.51 |
| Low (YTD): |
26/08/2024 |
1.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.42% |
| Volatility 6M: |
|
163.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
