BNP Paribas Call 65 NEE 20.09.2024
/ DE000PC38ST1
BNP Paribas Call 65 NEE 20.09.202.../ DE000PC38ST1 /
| 11/07/2024 08:18:57 |
Chg.+0.040 |
Bid10:05:13 |
Ask10:05:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+5.06% |
0.830
Bid Size: 14,050 |
0.870
Ask Size: 14,050 |
NextEra Energy Inc |
65.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC38ST |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
0.73 |
| Time value: |
0.14 |
| Break-even: |
68.70 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.16% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
6.36 |
| Rho: |
0.09 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.21% |
| 1 Month |
|
|
-33.06% |
| 3 Months |
|
|
+88.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.760 |
| 1M High / 1M Low: |
1.240 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.788 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.835 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
