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: |
|
- |
