BNP Paribas Call 60 NEE 16.01.2026
/ DE000PC1H4H7
BNP Paribas Call 60 NEE 16.01.202.../ DE000PC1H4H7 /
| 8/15/2024 9:12:28 AM |
Chg.- |
Bid8:25:06 AM |
Ask8:25:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
- |
2.03
Bid Size: 6,850 |
2.08
Ask Size: 6,850 |
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: |
3.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.27 |
| Parity: |
1.64 |
| Time value: |
0.45 |
| Break-even: |
75.39 |
| Moneyness: |
1.30 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.97% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
2.94 |
| Rho: |
0.58 |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
2.08 |
| Previous Close: |
2.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+30.00% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+87.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.08 |
2.07 |
| 1M High / 1M Low: |
2.13 |
1.59 |
| 6M High / 6M Low: |
2.35 |
0.70 |
| High (YTD): |
6/3/2024 |
2.35 |
| Low (YTD): |
3/5/2024 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.77% |
| Volatility 6M: |
|
85.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
