BNP Paribas Put 90 ENPH 20.09.2024
/ DE000PC1GX45
BNP Paribas Put 90 ENPH 20.09.202.../ DE000PC1GX45 /
| 2024-07-08 8:57:51 AM |
Chg.+0.050 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+7.35% |
-
Bid Size: - |
-
Ask Size: - |
Enphase Energy Inc |
90.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC1GX4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Enphase Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 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: |
-11.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.55 |
| Parity: |
-0.66 |
| Time value: |
0.75 |
| Break-even: |
75.64 |
| Moneyness: |
0.93 |
| Premium: |
0.16 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.35% |
| Delta: |
-0.34 |
| Theta: |
-0.07 |
| Omega: |
-4.02 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.96% |
| 1 Month |
|
|
+204.17% |
| 3 Months |
|
|
-14.12% |
| YTD |
|
|
-7.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.670 |
| 1M High / 1M Low: |
0.770 |
0.200 |
| 6M High / 6M Low: |
1.430 |
0.200 |
| High (YTD): |
2024-02-06 |
1.430 |
| Low (YTD): |
2024-06-13 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.476 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.726 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.40% |
| Volatility 6M: |
|
191.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
