BNP Paribas Call 60 NEE 19.12.202.../  DE000PC1H4B0  /

EUWAX
7/10/2024  9:12:49 AM Chg.0.00 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.69EUR 0.00% -
Bid Size: -
-
Ask Size: -
NextEra Energy Inc 60.00 USD 12/19/2025 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: 12/19/2025
Issue date: 12/11/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.92
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 1.12
Implied volatility: 0.29
Historic volatility: 0.27
Parity: 1.12
Time value: 0.58
Break-even: 72.48
Moneyness: 1.20
Premium: 0.09
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.59%
Delta: 0.80
Theta: -0.01
Omega: 3.16
Rho: 0.53
 

Quote data

Open: 1.69
High: 1.69
Low: 1.69
Previous Close: 1.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.96%
1 Month
  -15.08%
3 Months  
+32.03%
YTD  
+53.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.70 1.58
1M High / 1M Low: 2.09 1.47
6M High / 6M Low: 2.34 0.69
High (YTD): 6/3/2024 2.34
Low (YTD): 3/5/2024 0.69
52W High: - -
52W Low: - -
Avg. price 1W:   1.66
Avg. volume 1W:   0.00
Avg. price 1M:   1.73
Avg. volume 1M:   0.00
Avg. price 6M:   1.30
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.90%
Volatility 6M:   87.98%
Volatility 1Y:   -
Volatility 3Y:   -