BNP Paribas Call 45 NTR 16.01.2026
/ DE000PC1L435
BNP Paribas Call 45 NTR 16.01.202.../ DE000PC1L435 /
| 2024-06-11 9:20:24 PM |
Chg.-0.140 |
Bid2024-06-11 |
Ask2024-06-11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
-10.22% |
1.230
Bid Size: 30,600 |
1.250
Ask Size: 30,600 |
Nutrien Ltd |
45.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1L43 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nutrien Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
0.94 |
| Time value: |
0.46 |
| Break-even: |
55.81 |
| Moneyness: |
1.22 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.45% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
2.99 |
| Rho: |
0.45 |
Quote data
| Open: |
1.370 |
| High: |
1.370 |
| Low: |
1.230 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.08% |
| 1 Month |
|
|
-28.07% |
| 3 Months |
|
|
-5.38% |
| YTD |
|
|
-25.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
1.370 |
| 1M High / 1M Low: |
1.790 |
1.370 |
| 6M High / 6M Low: |
1.790 |
1.110 |
| High (YTD): |
2024-05-22 |
1.790 |
| Low (YTD): |
2024-02-13 |
1.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.598 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.413 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.77% |
| Volatility 6M: |
|
72.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
