BNP Paribas Call 60 NEE 18.06.2026
/ DE000PC9XPB7
BNP Paribas Call 60 NEE 18.06.202.../ DE000PC9XPB7 /
9/11/2024 9:50:43 PM |
Chg.+0.090 |
Bid9:56:37 PM |
Ask9:56:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.600EUR |
+3.59% |
2.620 Bid Size: 12,350 |
2.640 Ask Size: 12,350 |
NextEra Energy Inc |
60.00 USD |
6/18/2026 |
Call |
Master data
WKN: |
PC9XPB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
6/18/2026 |
Issue date: |
5/15/2024 |
Last trading day: |
6/17/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.52 |
Intrinsic value: |
2.02 |
Implied volatility: |
0.30 |
Historic volatility: |
0.27 |
Parity: |
2.02 |
Time value: |
0.56 |
Break-even: |
80.25 |
Moneyness: |
1.37 |
Premium: |
0.07 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.06 |
Spread %: |
2.38% |
Delta: |
0.87 |
Theta: |
-0.01 |
Omega: |
2.53 |
Rho: |
0.70 |
Quote data
Open: |
2.490 |
High: |
2.600 |
Low: |
2.480 |
Previous Close: |
2.510 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.33% |
1 Month |
|
|
+19.27% |
3 Months |
|
|
+38.30% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.510 |
2.330 |
1M High / 1M Low: |
2.510 |
2.110 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.396 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.273 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
38.61% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |