BNP Paribas Call 60 NEE 19.12.2025
/ DE000PC1H4B0
BNP Paribas Call 60 NEE 19.12.202.../ DE000PC1H4B0 /
2024-09-27 10:20:53 AM |
Chg.+0.050 |
Bid10:44:40 AM |
Ask10:44:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.450EUR |
+2.08% |
2.440 Bid Size: 12,150 |
2.490 Ask Size: 12,150 |
NextEra Energy Inc |
60.00 USD |
2025-12-19 |
Call |
Master data
WKN: |
PC1H4B |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 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: |
3.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.40 |
Intrinsic value: |
2.10 |
Implied volatility: |
0.32 |
Historic volatility: |
0.26 |
Parity: |
2.10 |
Time value: |
0.38 |
Break-even: |
78.48 |
Moneyness: |
1.39 |
Premium: |
0.05 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.06 |
Spread %: |
2.48% |
Delta: |
0.89 |
Theta: |
-0.01 |
Omega: |
2.68 |
Rho: |
0.51 |
Quote data
Open: |
2.430 |
High: |
2.450 |
Low: |
2.420 |
Previous Close: |
2.400 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.41% |
1 Month |
|
|
+15.02% |
3 Months |
|
|
+32.43% |
YTD |
|
|
+120.72% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.550 |
2.400 |
1M High / 1M Low: |
2.580 |
2.130 |
6M High / 6M Low: |
2.580 |
1.060 |
High (YTD): |
2024-09-17 |
2.580 |
Low (YTD): |
2024-03-04 |
0.700 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.482 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.374 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.858 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
51.26% |
Volatility 6M: |
|
79.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |