BNP Paribas Call 70 NEE 16.01.2026
/ DE000PC1H4K1
BNP Paribas Call 70 NEE 16.01.202.../ DE000PC1H4K1 /
| 2024-09-11 8:20:42 PM |
Chg.+0.070 |
Bid8:25:04 PM |
Ask8:25:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.870EUR |
+3.89% |
1.870
Bid Size: 27,400 |
1.880
Ask Size: 27,400 |
NextEra Energy Inc |
70.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1H4K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
1.12 |
| Time value: |
0.71 |
| Break-even: |
81.82 |
| Moneyness: |
1.18 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
1.67% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
3.17 |
| Rho: |
0.53 |
Quote data
| Open: |
1.780 |
| High: |
1.870 |
| Low: |
1.770 |
| Previous Close: |
1.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.65% |
| 1 Month |
|
|
+23.84% |
| 3 Months |
|
|
+50.81% |
| YTD |
|
|
+149.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.800 |
1.630 |
| 1M High / 1M Low: |
1.800 |
1.440 |
| 6M High / 6M Low: |
1.800 |
0.470 |
| High (YTD): |
2024-09-10 |
1.800 |
| Low (YTD): |
2024-03-04 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.577 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.199 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.40% |
| Volatility 6M: |
|
104.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
