BNP Paribas Put 95 ENPH 20.12.2024
/ DE000PC61Z06
BNP Paribas Put 95 ENPH 20.12.202.../ DE000PC61Z06 /
| 14/11/2024 18:20:20 |
Chg.-0.050 |
Bid18:21:47 |
Ask18:21:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.270EUR |
-1.51% |
3.260
Bid Size: 10,400 |
3.270
Ask Size: 10,400 |
Enphase Energy Inc |
95.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
PC61Z0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Enphase Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
21/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.28 |
| Intrinsic value: |
3.28 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.59 |
| Parity: |
3.28 |
| Time value: |
0.01 |
| Break-even: |
57.01 |
| Moneyness: |
1.57 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
-0.93 |
| Theta: |
-0.02 |
| Omega: |
-1.62 |
| Rho: |
-0.09 |
Quote data
| Open: |
3.300 |
| High: |
3.330 |
| Low: |
3.230 |
| Previous Close: |
3.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.39% |
| 1 Month |
|
|
+303.70% |
| 3 Months |
|
|
+313.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.320 |
2.160 |
| 1M High / 1M Low: |
3.320 |
0.810 |
| 6M High / 6M Low: |
3.320 |
0.480 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.654 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.990 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
386.06% |
| Volatility 6M: |
|
229.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
