BNP Paribas Call 50 NEE 19.12.202.../  DE000PC1H391  /

Frankfurt Zert./BNP
2024-06-25  9:20:30 PM Chg.-0.090 Bid9:45:56 PM Ask9:45:56 PM Underlying Strike price Expiration date Option type
2.430EUR -3.57% 2.430
Bid Size: 13,200
2.450
Ask Size: 13,200
NextEra Energy Inc 50.00 USD 2025-12-19 Call
 

Master data

WKN: PC1H39
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 50.00 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: 2.70
Leverage: Yes

Calculated values

Fair value: 2.54
Intrinsic value: 2.22
Implied volatility: 0.28
Historic volatility: 0.27
Parity: 2.22
Time value: 0.33
Break-even: 72.09
Moneyness: 1.48
Premium: 0.05
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.79%
Delta: 0.93
Theta: -0.01
Omega: 2.51
Rho: 0.57
 

Quote data

Open: 2.530
High: 2.570
Low: 2.430
Previous Close: 2.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.00%
1 Month
  -10.66%
3 Months  
+50.00%
YTD  
+50.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.520 2.170
1M High / 1M Low: 2.980 2.170
6M High / 6M Low: 2.980 1.140
High (YTD): 2024-05-31 2.980
Low (YTD): 2024-03-04 1.140
52W High: - -
52W Low: - -
Avg. price 1W:   2.366
Avg. volume 1W:   0.000
Avg. price 1M:   2.606
Avg. volume 1M:   0.000
Avg. price 6M:   1.819
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.76%
Volatility 6M:   67.15%
Volatility 1Y:   -
Volatility 3Y:   -