BNP Paribas Call 60 NEE 16.01.2026
/ DE000PC1H4H7
BNP Paribas Call 60 NEE 16.01.202.../ DE000PC1H4H7 /
| 10/11/2024 9:50:42 PM |
Chg.+0.010 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.350EUR |
+0.43% |
2.360
Bid Size: 12,350 |
2.380
Ask Size: 12,350 |
NextEra Energy Inc |
60.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
2.00 |
| Time value: |
0.38 |
| Break-even: |
78.67 |
| Moneyness: |
1.36 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.85% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
2.79 |
| Rho: |
0.54 |
Quote data
| Open: |
2.300 |
| High: |
2.360 |
| Low: |
2.260 |
| Previous Close: |
2.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.84% |
| 1 Month |
|
|
-8.91% |
| 3 Months |
|
|
+16.92% |
| YTD |
|
|
+107.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.350 |
2.270 |
| 1M High / 1M Low: |
2.650 |
2.270 |
| 6M High / 6M Low: |
2.650 |
1.080 |
| High (YTD): |
10/1/2024 |
2.650 |
| Low (YTD): |
3/4/2024 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.488 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.981 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.87% |
| Volatility 6M: |
|
81.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
