BNP Paribas Call 55 NTR 16.01.2026
/ DE000PC1L450
BNP Paribas Call 55 NTR 16.01.202.../ DE000PC1L450 /
| 5/31/2024 9:20:19 PM |
Chg.+0.030 |
Bid9:59:10 PM |
Ask9:59:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
+2.86% |
1.110
Bid Size: 12,400 |
1.130
Ask Size: 12,400 |
Nutrien Ltd |
55.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC1L45 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nutrien Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
0.33 |
| Time value: |
0.81 |
| Break-even: |
62.10 |
| Moneyness: |
1.07 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.79% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
3.30 |
| Rho: |
0.43 |
Quote data
| Open: |
1.040 |
| High: |
1.080 |
| Low: |
1.040 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
+25.58% |
| 3 Months |
|
|
+22.73% |
| YTD |
|
|
-10.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
1.040 |
| 1M High / 1M Low: |
1.240 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
5/22/2024 |
1.240 |
| Low (YTD): |
2/14/2024 |
0.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.087 |
| Avg. volume 1M: |
|
9.091 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
