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: |
|
- |