BNP Paribas Call 50 NEE 20.09.2024
/ DE000PC38SQ7
BNP Paribas Call 50 NEE 20.09.202.../ DE000PC38SQ7 /
7/23/2024 11:36:36 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.12EUR |
- |
- Bid Size: - |
- Ask Size: - |
NextEra Energy Inc |
50.00 - |
9/20/2024 |
Call |
Master data
WKN: |
PC38SQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 - |
Maturity: |
9/20/2024 |
Issue date: |
1/31/2024 |
Last trading day: |
7/24/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.02 |
Intrinsic value: |
2.00 |
Implied volatility: |
0.67 |
Historic volatility: |
0.28 |
Parity: |
2.00 |
Time value: |
0.07 |
Break-even: |
70.70 |
Moneyness: |
1.40 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.94 |
Theta: |
-0.03 |
Omega: |
3.18 |
Rho: |
0.06 |
Quote data
Open: |
2.12 |
High: |
2.12 |
Low: |
2.12 |
Previous Close: |
2.06 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+2.91% |
3 Months |
|
|
+8.72% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.33 |
1.95 |
6M High / 6M Low: |
2.84 |
0.76 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.10 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.69 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.68% |
Volatility 6M: |
|
95.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |