BNP Paribas Call 70 NEE 18.06.202.../  DE000PC9XPA9  /

Frankfurt Zert./BNP
15/11/2024  21:50:35 Chg.+0.050 Bid21:59:05 Ask21:59:05 Underlying Strike price Expiration date Option type
1.490EUR +3.47% -
Bid Size: -
-
Ask Size: -
NextEra Energy Inc 70.00 USD 18/06/2026 Call
 

Master data

WKN: PC9XPA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 18/06/2026
Issue date: 15/05/2024
Last trading day: 17/06/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.68
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 0.60
Implied volatility: 0.30
Historic volatility: 0.24
Parity: 0.60
Time value: 0.95
Break-even: 81.99
Moneyness: 1.09
Premium: 0.13
Premium p.a.: 0.08
Spread abs.: 0.06
Spread %: 4.03%
Delta: 0.71
Theta: -0.01
Omega: 3.31
Rho: 0.57
 

Quote data

Open: 1.420
High: 1.500
Low: 1.410
Previous Close: 1.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.05%
1 Month
  -26.96%
3 Months
  -7.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.490 1.330
1M High / 1M Low: 2.100 1.330
6M High / 6M Low: 2.110 1.130
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.416
Avg. volume 1W:   0.000
Avg. price 1M:   1.673
Avg. volume 1M:   0.000
Avg. price 6M:   1.623
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.53%
Volatility 6M:   97.03%
Volatility 1Y:   -
Volatility 3Y:   -