BNP Paribas Call 50 NEE 19.09.2025
/ DE000PC1H342
BNP Paribas Call 50 NEE 19.09.202.../ DE000PC1H342 /
7/17/2024 7:50:30 PM |
Chg.-0.070 |
Bid8:14:16 PM |
Ask8:14:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.210EUR |
-3.07% |
2.190 Bid Size: 27,600 |
2.210 Ask Size: 27,600 |
NextEra Energy Inc |
50.00 USD |
9/19/2025 |
Call |
Master data
WKN: |
PC1H34 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 USD |
Maturity: |
9/19/2025 |
Issue date: |
12/11/2023 |
Last trading day: |
9/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.26 |
Intrinsic value: |
2.01 |
Implied volatility: |
0.30 |
Historic volatility: |
0.27 |
Parity: |
2.01 |
Time value: |
0.28 |
Break-even: |
68.76 |
Moneyness: |
1.44 |
Premium: |
0.04 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.88% |
Delta: |
0.92 |
Theta: |
-0.01 |
Omega: |
2.65 |
Rho: |
0.44 |
Quote data
Open: |
2.260 |
High: |
2.290 |
Low: |
2.200 |
Previous Close: |
2.280 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.36% |
1 Month |
|
|
-6.75% |
3 Months |
|
|
+30.77% |
YTD |
|
|
+40.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.640 |
2.180 |
1M High / 1M Low: |
2.640 |
2.120 |
6M High / 6M Low: |
2.940 |
1.090 |
High (YTD): |
5/31/2024 |
2.940 |
Low (YTD): |
3/4/2024 |
1.090 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.398 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.334 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.867 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.25% |
Volatility 6M: |
|
74.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |