BNP Paribas Call 60 NEE 19.12.2025
/ DE000PC1H4B0
BNP Paribas Call 60 NEE 19.12.202.../ DE000PC1H4B0 /
11/10/2024 21:50:35 |
Chg.+0.010 |
Bid21:57:31 |
Ask21:57:31 |
Underlying |
Strike price |
Expiration date |
Option type |
2.330EUR |
+0.43% |
2.350 Bid Size: 12,300 |
2.370 Ask Size: 12,300 |
NextEra Energy Inc |
60.00 USD |
19/12/2025 |
Call |
Master data
WKN: |
PC1H4B |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
11/12/2023 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.28 |
Intrinsic value: |
2.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.24 |
Parity: |
2.00 |
Time value: |
0.37 |
Break-even: |
78.57 |
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: |
2.80 |
Rho: |
0.51 |
Quote data
Open: |
2.290 |
High: |
2.350 |
Low: |
2.240 |
Previous Close: |
2.320 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.91% |
1 Month |
|
|
-9.34% |
3 Months |
|
|
+17.09% |
YTD |
|
|
+109.91% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.330 |
2.250 |
1M High / 1M Low: |
2.630 |
2.250 |
6M High / 6M Low: |
2.630 |
1.060 |
High (YTD): |
01/10/2024 |
2.630 |
Low (YTD): |
04/03/2024 |
0.700 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.290 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.471 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.966 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
62.97% |
Volatility 6M: |
|
81.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |