BNP Paribas Call 70 NEE 19.12.2025
/ DE000PC1H4D6
BNP Paribas Call 70 NEE 19.12.202.../ DE000PC1H4D6 /
| 2024-09-26 9:50:43 PM |
Chg.-0.100 |
Bid9:58:59 PM |
Ask9:58:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.770EUR |
-5.35% |
1.780
Bid Size: 4,566 |
1.810
Ask Size: 4,566 |
NextEra Energy Inc |
70.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1H4D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 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: |
4.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
1.31 |
| Time value: |
0.58 |
| Break-even: |
81.79 |
| Moneyness: |
1.21 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
3.24 |
| Rho: |
0.52 |
Quote data
| Open: |
1.890 |
| High: |
1.900 |
| Low: |
1.770 |
| Previous Close: |
1.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.91% |
| 1 Month |
|
|
+12.03% |
| 3 Months |
|
|
+41.60% |
| YTD |
|
|
+142.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.900 |
1.720 |
| 1M High / 1M Low: |
1.930 |
1.520 |
| 6M High / 6M Low: |
1.930 |
0.610 |
| High (YTD): |
2024-09-17 |
1.930 |
| Low (YTD): |
2024-03-04 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.732 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.289 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.12% |
| Volatility 6M: |
|
100.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
