BNP Paribas Call 70 NTR 16.01.2026
/ DE000PC1L476
BNP Paribas Call 70 NTR 16.01.202.../ DE000PC1L476 /
| 2024-06-11 9:20:31 PM |
Chg.-0.070 |
Bid9:45:10 PM |
Ask9:45:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-16.67% |
0.360
Bid Size: 13,300 |
0.380
Ask Size: 13,300 |
Nutrien Ltd |
70.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1L47 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nutrien Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
-1.38 |
| Time value: |
0.45 |
| Break-even: |
69.54 |
| Moneyness: |
0.79 |
| Premium: |
0.36 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
0.39 |
| Theta: |
-0.01 |
| Omega: |
4.48 |
| Rho: |
0.25 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.350 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.37% |
| 1 Month |
|
|
-44.44% |
| 3 Months |
|
|
-22.22% |
| YTD |
|
|
-52.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.420 |
| 1M High / 1M Low: |
0.670 |
0.420 |
| 6M High / 6M Low: |
0.750 |
0.390 |
| High (YTD): |
2024-01-02 |
0.750 |
| Low (YTD): |
2024-02-14 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.560 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.526 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.80% |
| Volatility 6M: |
|
105.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
