BNP Paribas Put 160 ENPH 17.01.2025
/ DE000PN60FW3
BNP Paribas Put 160 ENPH 17.01.20.../ DE000PN60FW3 /
9/6/2024 9:13:37 AM |
Chg.+0.13 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.63EUR |
+2.89% |
- Bid Size: - |
- Ask Size: - |
Enphase Energy Inc |
160.00 USD |
1/17/2025 |
Put |
Master data
WKN: |
PN60FW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Enphase Energy Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
8/11/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.71 |
Intrinsic value: |
4.63 |
Implied volatility: |
0.64 |
Historic volatility: |
0.56 |
Parity: |
4.63 |
Time value: |
0.22 |
Break-even: |
95.84 |
Moneyness: |
1.47 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.21% |
Delta: |
-0.78 |
Theta: |
-0.03 |
Omega: |
-1.58 |
Rho: |
-0.45 |
Quote data
Open: |
4.63 |
High: |
4.63 |
Low: |
4.63 |
Previous Close: |
4.50 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+19.33% |
1 Month |
|
|
-14.10% |
3 Months |
|
|
+21.52% |
YTD |
|
|
+7.18% |
1 Year |
|
|
-8.68% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.63 |
3.94 |
1M High / 1M Low: |
5.39 |
3.75 |
6M High / 6M Low: |
6.16 |
3.69 |
High (YTD): |
2/6/2024 |
6.31 |
Low (YTD): |
6/13/2024 |
3.69 |
52W High: |
11/1/2023 |
7.99 |
52W Low: |
6/13/2024 |
3.69 |
Avg. price 1W: |
|
4.32 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.34 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.85 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
5.19 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
90.16% |
Volatility 6M: |
|
90.14% |
Volatility 1Y: |
|
83.22% |
Volatility 3Y: |
|
- |