BNP Paribas Call 65 NEE 16.01.2026
/ DE000PC1H4J3
BNP Paribas Call 65 NEE 16.01.202.../ DE000PC1H4J3 /
9/11/2024 9:50:29 PM |
Chg.+0.080 |
Bid9:58:51 PM |
Ask9:58:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.170EUR |
+3.83% |
2.190 Bid Size: 12,750 |
2.210 Ask Size: 12,750 |
NextEra Energy Inc |
65.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC1H4J |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/11/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.05 |
Intrinsic value: |
1.57 |
Implied volatility: |
0.33 |
Historic volatility: |
0.27 |
Parity: |
1.57 |
Time value: |
0.59 |
Break-even: |
80.58 |
Moneyness: |
1.27 |
Premium: |
0.08 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.06 |
Spread %: |
2.86% |
Delta: |
0.83 |
Theta: |
-0.01 |
Omega: |
2.86 |
Rho: |
0.54 |
Quote data
Open: |
2.070 |
High: |
2.180 |
Low: |
2.060 |
Previous Close: |
2.090 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+12.44% |
1 Month |
|
|
+24.71% |
3 Months |
|
|
+49.66% |
YTD |
|
|
+135.87% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.170 |
1.920 |
1M High / 1M Low: |
2.170 |
1.720 |
6M High / 6M Low: |
2.170 |
0.620 |
High (YTD): |
9/11/2024 |
2.170 |
Low (YTD): |
3/4/2024 |
0.550 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.018 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.879 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.462 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
44.03% |
Volatility 6M: |
|
92.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |