BNP Paribas Call 70 NEE 19.09.2025
/ DE000PC1H383
BNP Paribas Call 70 NEE 19.09.202.../ DE000PC1H383 /
| 11/15/2024 9:50:32 PM |
Chg.+0.050 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
+4.55% |
1.150
Bid Size: 15,650 |
1.180
Ask Size: 15,650 |
NextEra Energy Inc |
70.00 USD |
9/19/2025 |
Call |
Master data
| WKN: |
PC1H38 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
9/19/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.60 |
| Time value: |
0.58 |
| Break-even: |
78.29 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
2.61% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
4.37 |
| Rho: |
0.33 |
Quote data
| Open: |
1.080 |
| High: |
1.170 |
| Low: |
1.070 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.96% |
| 1 Month |
|
|
-34.66% |
| 3 Months |
|
|
-17.27% |
| YTD |
|
|
+71.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
1.010 |
| 1M High / 1M Low: |
1.800 |
1.010 |
| 6M High / 6M Low: |
1.850 |
0.900 |
| High (YTD): |
10/1/2024 |
1.850 |
| Low (YTD): |
3/4/2024 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.381 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.25% |
| Volatility 6M: |
|
115.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
