BNP Paribas Call 60 NEE 16.01.2026
/ DE000PC1H4H7
BNP Paribas Call 60 NEE 16.01.202.../ DE000PC1H4H7 /
| 17/07/2024 09:07:29 |
Chg.+0.07 |
Bid13:02:34 |
Ask13:02:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.67EUR |
+4.38% |
1.65
Bid Size: 15,700 |
1.70
Ask Size: 15,700 |
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: |
3.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
1.09 |
| Time value: |
0.61 |
| Break-even: |
72.04 |
| Moneyness: |
1.20 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.19% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
3.10 |
| Rho: |
0.53 |
Quote data
| Open: |
1.67 |
| High: |
1.67 |
| Low: |
1.67 |
| Previous Close: |
1.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.76% |
| 1 Month |
|
|
-8.24% |
| 3 Months |
|
|
+54.63% |
| YTD |
|
|
+50.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.91 |
1.60 |
| 1M High / 1M Low: |
1.91 |
1.49 |
| 6M High / 6M Low: |
2.35 |
0.70 |
| High (YTD): |
03/06/2024 |
2.35 |
| Low (YTD): |
05/03/2024 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.90% |
| Volatility 6M: |
|
86.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
