BNP Paribas Put 160 ENPH 20.09.2024
/ DE000PC1GYE5
BNP Paribas Put 160 ENPH 20.09.20.../ DE000PC1GYE5 /
| 2024-07-08 8:57:51 AM |
Chg.+0.18 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.84EUR |
+3.18% |
-
Bid Size: - |
-
Ask Size: - |
Enphase Energy Inc |
160.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC1GYE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Enphase Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 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: |
-1.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.81 |
| Intrinsic value: |
5.81 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.55 |
| Parity: |
5.81 |
| Time value: |
0.03 |
| Break-even: |
89.40 |
| Moneyness: |
1.65 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.17% |
| Delta: |
-0.89 |
| Theta: |
-0.03 |
| Omega: |
-1.37 |
| Rho: |
-0.28 |
Quote data
| Open: |
5.84 |
| High: |
5.84 |
| Low: |
5.84 |
| Previous Close: |
5.66 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.73% |
| 1 Month |
|
|
+84.23% |
| 3 Months |
|
|
+19.43% |
| YTD |
|
|
+49.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.00 |
5.63 |
| 1M High / 1M Low: |
6.00 |
2.98 |
| 6M High / 6M Low: |
6.09 |
2.98 |
| High (YTD): |
2024-02-06 |
6.09 |
| Low (YTD): |
2024-06-13 |
2.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.73% |
| Volatility 6M: |
|
105.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
