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BNP Paribas Put 180 ENPH 17.01.20.../  DE000PN60FX1  /

EUWAX
14/11/2024  09:13:36 Chg.+0.01 Bid21:03:11 Ask21:03:11 Underlying Strike price Expiration date Option type
11.37EUR +0.09% 10.85
Bid Size: 9,600		 10.86
Ask Size: 9,600		 Enphase Energy Inc 180.00 USD 17/01/2025 Put
 

Master data

WKN: PN60FX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Enphase Energy Inc
Type: Warrant
Option type: Put
Strike price: 180.00 USD
Maturity: 17/01/2025
Issue date: 11/08/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -0.50
Leverage: Yes

Calculated values

Fair value: 11.32
Intrinsic value: 11.32
Implied volatility: 1.50
Historic volatility: 0.59
Parity: 11.32
Time value: 0.01
Break-even: 57.06
Moneyness: 2.98
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.01
Spread %: 0.09%
Delta: -0.92
Theta: -0.03
Omega: -0.46
Rho: -0.29
 

Quote data

Open: 11.37
High: 11.37
Low: 11.37
Previous Close: 11.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.14%
1 Month  
+57.70%
3 Months  
+81.92%
YTD  
+103.40%
1 Year  
+36.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.36 9.79
1M High / 1M Low: 11.36 7.21
6M High / 6M Low: 11.36 5.06
High (YTD): 13/11/2024 11.36
Low (YTD): 13/06/2024 5.06
52W High: 13/11/2024 11.36
52W Low: 13/06/2024 5.06
Avg. price 1W:   10.55
Avg. volume 1W:   0.00
Avg. price 1M:   8.97
Avg. volume 1M:   0.00
Avg. price 6M:   6.77
Avg. volume 6M:   0.00
Avg. price 1Y:   6.74
Avg. volume 1Y:   0.00
Volatility 1M:   66.50%
Volatility 6M:   78.11%
Volatility 1Y:   72.71%
Volatility 3Y:   -