BNP Paribas Call 65 NEE 19.09.2025
/ DE000PC1H375
BNP Paribas Call 65 NEE 19.09.202.../ DE000PC1H375 /
10/09/2024 21:20:30 |
Chg.+0.080 |
Bid21:38:43 |
Ask21:38:43 |
Underlying |
Strike price |
Expiration date |
Option type |
1.960EUR |
+4.26% |
1.980 Bid Size: 25,800 |
2.040 Ask Size: 25,800 |
NextEra Energy Inc |
65.00 USD |
19/09/2025 |
Call |
Master data
WKN: |
PC1H37 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 USD |
Maturity: |
19/09/2025 |
Issue date: |
11/12/2023 |
Last trading day: |
18/09/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.84 |
Intrinsic value: |
1.47 |
Implied volatility: |
0.32 |
Historic volatility: |
0.27 |
Parity: |
1.47 |
Time value: |
0.45 |
Break-even: |
78.10 |
Moneyness: |
1.25 |
Premium: |
0.06 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
1.05% |
Delta: |
0.83 |
Theta: |
-0.01 |
Omega: |
3.19 |
Rho: |
0.43 |
Quote data
Open: |
1.900 |
High: |
1.970 |
Low: |
1.890 |
Previous Close: |
1.880 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.89% |
1 Month |
|
|
+14.62% |
3 Months |
|
|
+13.95% |
YTD |
|
|
+130.59% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.880 |
1.800 |
1M High / 1M Low: |
1.880 |
1.630 |
6M High / 6M Low: |
1.890 |
0.540 |
High (YTD): |
31/05/2024 |
1.890 |
Low (YTD): |
04/03/2024 |
0.480 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.842 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.757 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.358 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
44.40% |
Volatility 6M: |
|
100.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |