BNP Paribas Call 70 NEE 18.06.2026
/ DE000PC9XPA9
BNP Paribas Call 70 NEE 18.06.202.../ DE000PC9XPA9 /
| 10/14/2024 2:50:33 PM |
Chg.+0.030 |
Bid3:11:25 PM |
Ask3:11:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.880EUR |
+1.62% |
1.870
Bid Size: 14,150 |
1.920
Ask Size: 14,150 |
NextEra Energy Inc |
70.00 USD |
6/18/2026 |
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: |
6/18/2026 |
| Issue date: |
5/15/2024 |
| Last trading day: |
6/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
1.09 |
| Time value: |
0.79 |
| Break-even: |
82.88 |
| Moneyness: |
1.17 |
| Premium: |
0.11 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.08% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
3.08 |
| Rho: |
0.66 |
Quote data
| Open: |
1.850 |
| High: |
1.880 |
| Low: |
1.850 |
| Previous Close: |
1.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.62% |
| 1 Month |
|
|
-8.74% |
| 3 Months |
|
|
+23.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.850 |
1.780 |
| 1M High / 1M Low: |
2.110 |
1.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.966 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
