BNP Paribas Put 160 ENPH 21.03.2025
/ DE000PC9XB34
BNP Paribas Put 160 ENPH 21.03.20.../ DE000PC9XB34 /
9/6/2024 8:25:21 AM |
Chg.+0.10 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.81EUR |
+2.12% |
- Bid Size: - |
- Ask Size: - |
Enphase Energy Inc |
160.00 USD |
3/21/2025 |
Put |
Master data
WKN: |
PC9XB3 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Enphase Energy Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
5/15/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.84 |
Intrinsic value: |
4.63 |
Implied volatility: |
0.64 |
Historic volatility: |
0.56 |
Parity: |
4.63 |
Time value: |
0.40 |
Break-even: |
94.04 |
Moneyness: |
1.47 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.20% |
Delta: |
-0.71 |
Theta: |
-0.03 |
Omega: |
-1.38 |
Rho: |
-0.64 |
Quote data
Open: |
4.81 |
High: |
4.81 |
Low: |
4.81 |
Previous Close: |
4.71 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.18% |
1 Month |
|
|
-13.49% |
3 Months |
|
|
+18.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.81 |
4.19 |
1M High / 1M Low: |
5.56 |
4.01 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.54 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.56 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |