BNP Paribas Call 55 NEE 16.01.2026
/ DE000PC1H4G9
BNP Paribas Call 55 NEE 16.01.202.../ DE000PC1H4G9 /
11/09/2024 19:05:29 |
Chg.+0.070 |
Bid11/09/2024 |
Ask11/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.840EUR |
+2.53% |
2.850 Bid Size: 23,500 |
2.870 Ask Size: 23,500 |
NextEra Energy Inc |
55.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
PC1H4G |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
11/12/2023 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.77 |
Intrinsic value: |
2.48 |
Implied volatility: |
0.33 |
Historic volatility: |
0.27 |
Parity: |
2.48 |
Time value: |
0.36 |
Break-even: |
78.31 |
Moneyness: |
1.50 |
Premium: |
0.05 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.06 |
Spread %: |
2.16% |
Delta: |
0.91 |
Theta: |
-0.01 |
Omega: |
2.40 |
Rho: |
0.54 |
Quote data
Open: |
2.750 |
High: |
2.860 |
Low: |
2.740 |
Previous Close: |
2.770 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.17% |
1 Month |
|
|
+16.39% |
3 Months |
|
|
+34.60% |
YTD |
|
|
+108.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.770 |
2.580 |
1M High / 1M Low: |
2.770 |
2.370 |
6M High / 6M Low: |
2.770 |
1.010 |
High (YTD): |
10/09/2024 |
2.770 |
Low (YTD): |
04/03/2024 |
0.910 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.648 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.520 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.038 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
35.86% |
Volatility 6M: |
|
75.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |