BNP Paribas Call 55 NEE 19.09.2025
/ DE000PC1H359
BNP Paribas Call 55 NEE 19.09.202.../ DE000PC1H359 /
| 8/6/2024 10:21:07 AM |
Chg.+0.030 |
Bid10:23:25 AM |
Ask10:23:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.310EUR |
+1.32% |
2.310
Bid Size: 13,000 |
2.380
Ask Size: 13,000 |
NextEra Energy Inc |
55.00 USD |
9/19/2025 |
Call |
Master data
| WKN: |
PC1H35 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 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: |
3.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.26 |
| Intrinsic value: |
1.98 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
1.98 |
| Time value: |
0.34 |
| Break-even: |
73.43 |
| Moneyness: |
1.39 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
1.75% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
2.70 |
| Rho: |
0.44 |
Quote data
| Open: |
2.400 |
| High: |
2.400 |
| Low: |
2.310 |
| Previous Close: |
2.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
+17.86% |
| 3 Months |
|
|
+21.58% |
| YTD |
|
|
+77.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.470 |
2.090 |
| 1M High / 1M Low: |
2.470 |
1.820 |
| 6M High / 6M Low: |
2.570 |
0.850 |
| High (YTD): |
5/31/2024 |
2.570 |
| Low (YTD): |
3/4/2024 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.085 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.675 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.18% |
| Volatility 6M: |
|
86.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
