BNP Paribas Call 45 NTR 19.12.2025
/ DE000PC1L4Y6
BNP Paribas Call 45 NTR 19.12.202.../ DE000PC1L4Y6 /
| 2024-06-11 10:21:38 AM |
Chg.-0.02 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
-1.45% |
-
Bid Size: - |
-
Ask Size: - |
Nutrien Ltd |
45.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1L4Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nutrien Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
0.94 |
| Time value: |
0.45 |
| Break-even: |
55.71 |
| Moneyness: |
1.22 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.46% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
3.01 |
| Rho: |
0.42 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
-18.56% |
| 3 Months |
|
|
+4.62% |
| YTD |
|
|
-17.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.36 |
| 1M High / 1M Low: |
1.80 |
1.36 |
| 6M High / 6M Low: |
1.80 |
1.10 |
| High (YTD): |
2024-05-23 |
1.80 |
| Low (YTD): |
2024-01-17 |
1.10 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.18% |
| Volatility 6M: |
|
72.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
