BNP Paribas Call 60 NEE 20.09.2024
/ DE000PC38SS3
BNP Paribas Call 60 NEE 20.09.202.../ DE000PC38SS3 /
| 2024-07-10 8:18:43 AM |
Chg.- |
Bid8:05:06 AM |
Ask8:05:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
- |
1.24
Bid Size: 3,163 |
1.29
Ask Size: 3,163 |
NextEra Energy Inc |
60.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC38SS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
1.12 |
| Time value: |
0.09 |
| Break-even: |
67.58 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
4.98 |
| Rho: |
0.10 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.59% |
| 1 Month |
|
|
-28.31% |
| 3 Months |
|
|
+70.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.21 |
1.16 |
| 1M High / 1M Low: |
1.66 |
0.93 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
