BNP Paribas Call 60 NEE 16.01.2026
/ DE000PC1H4H7
BNP Paribas Call 60 NEE 16.01.202.../ DE000PC1H4H7 /
| 2024-08-05 9:50:36 PM |
Chg.-0.180 |
Bid9:56:27 PM |
Ask9:56:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
-8.22% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
60.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1H4H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.21 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.28 |
| Parity: |
1.76 |
| Time value: |
0.46 |
| Break-even: |
77.19 |
| Moneyness: |
1.32 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.91% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
2.86 |
| Rho: |
0.60 |
Quote data
| Open: |
2.100 |
| High: |
2.130 |
| Low: |
1.730 |
| Previous Close: |
2.190 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.84% |
| 1 Month |
|
|
+16.86% |
| 3 Months |
|
|
+21.82% |
| YTD |
|
|
+77.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.190 |
1.830 |
| 1M High / 1M Low: |
2.190 |
1.580 |
| 6M High / 6M Low: |
2.290 |
0.710 |
| High (YTD): |
2024-05-31 |
2.290 |
| Low (YTD): |
2024-03-04 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.830 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.458 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.43% |
| Volatility 6M: |
|
91.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
