BNP Paribas Call 50 NEE 19.12.2025
/ DE000PC1H391
BNP Paribas Call 50 NEE 19.12.202.../ DE000PC1H391 /
05/08/2024 21:50:27 |
Chg.-0.200 |
Bid21:59:14 |
Ask21:59:14 |
Underlying |
Strike price |
Expiration date |
Option type |
2.680EUR |
-6.94% |
2.680 Bid Size: 6,300 |
2.720 Ask Size: 6,300 |
NextEra Energy Inc |
50.00 USD |
19/12/2025 |
Call |
Master data
WKN: |
PC1H39 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
11/12/2023 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.94 |
Intrinsic value: |
2.68 |
Implied volatility: |
0.24 |
Historic volatility: |
0.28 |
Parity: |
2.68 |
Time value: |
0.24 |
Break-even: |
75.03 |
Moneyness: |
1.58 |
Premium: |
0.03 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
0.69% |
Delta: |
0.97 |
Theta: |
-0.01 |
Omega: |
2.42 |
Rho: |
0.57 |
Quote data
Open: |
2.790 |
High: |
2.820 |
Low: |
2.350 |
Previous Close: |
2.880 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.35% |
1 Month |
|
|
+13.56% |
3 Months |
|
|
+21.82% |
YTD |
|
|
+66.46% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.880 |
2.490 |
1M High / 1M Low: |
2.880 |
2.200 |
6M High / 6M Low: |
2.980 |
1.140 |
High (YTD): |
31/05/2024 |
2.980 |
Low (YTD): |
04/03/2024 |
1.140 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.690 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.470 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.030 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.40% |
Volatility 6M: |
|
73.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |