BNP Paribas Call 60 NEE 16.01.2026
/ DE000PC1H4H7
BNP Paribas Call 60 NEE 16.01.202.../ DE000PC1H4H7 /
11/09/2024 20:21:00 |
Chg.+0.090 |
Bid20:43:55 |
Ask20:43:55 |
Underlying |
Strike price |
Expiration date |
Option type |
2.510EUR |
+3.72% |
2.510 Bid Size: 24,400 |
2.530 Ask Size: 24,400 |
NextEra Energy Inc |
60.00 USD |
16/01/2026 |
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: |
16/01/2026 |
Issue date: |
11/12/2023 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.40 |
Intrinsic value: |
2.02 |
Implied volatility: |
0.33 |
Historic volatility: |
0.27 |
Parity: |
2.02 |
Time value: |
0.47 |
Break-even: |
79.35 |
Moneyness: |
1.37 |
Premium: |
0.06 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.06 |
Spread %: |
2.47% |
Delta: |
0.87 |
Theta: |
-0.01 |
Omega: |
2.62 |
Rho: |
0.54 |
Quote data
Open: |
2.400 |
High: |
2.510 |
Low: |
2.390 |
Previous Close: |
2.420 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.66% |
1 Month |
|
|
+19.52% |
3 Months |
|
|
+40.22% |
YTD |
|
|
+122.12% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.420 |
2.240 |
1M High / 1M Low: |
2.420 |
2.030 |
6M High / 6M Low: |
2.420 |
0.800 |
High (YTD): |
10/09/2024 |
2.420 |
Low (YTD): |
04/03/2024 |
0.710 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.304 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.180 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.730 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
41.71% |
Volatility 6M: |
|
84.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |