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BNP Paribas Put 160 ENPH 20.12.20.../  DE000PN60FP7  /

Frankfurt Zert./BNP
2024-11-14  8:50:36 PM Chg.-0.540 Bid9:16:21 PM Ask9:16:21 PM Underlying Strike price Expiration date Option type
8.930EUR -5.70% 9.040
Bid Size: 9,600		 9.050
Ask Size: 9,600		 Enphase Energy Inc 160.00 USD 2024-12-20 Put
 

Master data

WKN: PN60FP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Enphase Energy Inc
Type: Warrant
Option type: Put
Strike price: 160.00 USD
Maturity: 2024-12-20
Issue date: 2023-08-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -0.61
Leverage: Yes

Calculated values

Fair value: 9.43
Intrinsic value: 9.43
Implied volatility: 1.67
Historic volatility: 0.59
Parity: 9.43
Time value: 0.01
Break-even: 57.03
Moneyness: 2.65
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.11%
Delta: -0.94
Theta: -0.03
Omega: -0.57
Rho: -0.15
 

Quote data

Open: 9.460
High: 9.490
Low: 8.930
Previous Close: 9.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.71%
1 Month  
+64.46%
3 Months  
+92.46%
YTD  
+113.13%
1 Year  
+35.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.470 8.140
1M High / 1M Low: 9.470 5.430
6M High / 6M Low: 9.470 3.630
High (YTD): 2024-11-13 9.470
Low (YTD): 2024-06-12 3.630
52W High: 2024-11-13 9.470
52W Low: 2024-06-12 3.630
Avg. price 1W:   8.950
Avg. volume 1W:   0.000
Avg. price 1M:   7.233
Avg. volume 1M:   0.000
Avg. price 6M:   5.103
Avg. volume 6M:   0.000
Avg. price 1Y:   5.129
Avg. volume 1Y:   0.000
Volatility 1M:   118.61%
Volatility 6M:   98.05%
Volatility 1Y:   87.78%
Volatility 3Y:   -