BNP Paribas Put 70 ENPH 17.01.2025
/ DE000PZ09GR2
BNP Paribas Put 70 ENPH 17.01.202.../ DE000PZ09GR2 /
| 2024-11-14 7:50:27 PM |
Chg.-0.260 |
Bid8:18:59 PM |
Ask8:18:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-22.03% |
0.930
Bid Size: 17,000 |
0.940
Ask Size: 17,000 |
Enphase Energy Inc |
70.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
PZ09GR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Enphase Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.59 |
| Parity: |
0.91 |
| Time value: |
0.26 |
| Break-even: |
54.55 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
0.86% |
| Delta: |
-0.66 |
| Theta: |
-0.04 |
| Omega: |
-3.22 |
| Rho: |
-0.09 |
Quote data
| Open: |
1.160 |
| High: |
1.180 |
| Low: |
0.920 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+64.29% |
| 1 Month |
|
|
+338.10% |
| 3 Months |
|
|
+240.74% |
| YTD |
|
|
+61.40% |
| 1 Year |
|
|
-15.60% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
0.560 |
| 1M High / 1M Low: |
1.210 |
0.210 |
| 6M High / 6M Low: |
1.210 |
0.140 |
| High (YTD): |
2024-11-12 |
1.210 |
| Low (YTD): |
2024-09-24 |
0.140 |
| 52W High: |
2024-11-12 |
1.210 |
| 52W Low: |
2024-09-24 |
0.140 |
| Avg. price 1W: |
|
0.936 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.471 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.330 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.496 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
498.17% |
| Volatility 6M: |
|
277.11% |
| Volatility 1Y: |
|
214.33% |
| Volatility 3Y: |
|
- |
