BNP Paribas Call 70 NEE 18.06.2026
/ DE000PC9XPA9
BNP Paribas Call 70 NEE 18.06.202.../ DE000PC9XPA9 /
12/09/2024 13:50:43 |
Chg.+0.030 |
Bid12/09/2024 |
Ask12/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.010EUR |
+1.52% |
2.010 Bid Size: 13,800 |
2.060 Ask Size: 13,800 |
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: |
3.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.98 |
Intrinsic value: |
1.22 |
Implied volatility: |
0.29 |
Historic volatility: |
0.27 |
Parity: |
1.22 |
Time value: |
0.80 |
Break-even: |
83.78 |
Moneyness: |
1.19 |
Premium: |
0.11 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
1.00% |
Delta: |
0.79 |
Theta: |
-0.01 |
Omega: |
2.97 |
Rho: |
0.70 |
Quote data
Open: |
2.010 |
High: |
2.010 |
Low: |
2.000 |
Previous Close: |
1.980 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+14.20% |
1 Month |
|
|
+29.68% |
3 Months |
|
|
+54.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.980 |
1.750 |
1M High / 1M Low: |
1.980 |
1.540 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.842 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.708 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
47.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |