BNP Paribas Put 90 ENPH 20.09.2024
/ DE000PC1GX45
BNP Paribas Put 90 ENPH 20.09.202.../ DE000PC1GX45 /
| 8/1/2024 8:57:33 AM |
Chg.- |
Bid8:15:21 AM |
Ask8:15:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
- |
0.250
Bid Size: 10,000 |
0.290
Ask Size: 10,000 |
Enphase Energy Inc |
90.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-66.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.57 |
| Parity: |
-2.32 |
| Time value: |
0.16 |
| Break-even: |
81.55 |
| Moneyness: |
0.78 |
| Premium: |
0.23 |
| Premium p.a.: |
3.62 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
-0.12 |
| Theta: |
-0.05 |
| Omega: |
-7.83 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
-82.67% |
| 3 Months |
|
|
-82.43% |
| YTD |
|
|
-83.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.110 |
| 1M High / 1M Low: |
0.770 |
0.110 |
| 6M High / 6M Low: |
1.430 |
0.110 |
| High (YTD): |
2/6/2024 |
1.430 |
| Low (YTD): |
7/29/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.409 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.605 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
408.19% |
| Volatility 6M: |
|
252.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
