BNP Paribas Call 70 NEE 19.12.2025
/ DE000PC1H4D6
BNP Paribas Call 70 NEE 19.12.202.../ DE000PC1H4D6 /
| 2024-11-15 9:12:49 AM |
Chg.+0.03 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
+2.54% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
70.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1H4D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.60 |
| Time value: |
0.73 |
| Break-even: |
79.79 |
| Moneyness: |
1.09 |
| Premium: |
0.10 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
2.31% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
3.85 |
| Rho: |
0.41 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.42% |
| 1 Month |
|
|
-36.65% |
| 3 Months |
|
|
-15.38% |
| YTD |
|
|
+68.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.16 |
| 1M High / 1M Low: |
1.92 |
1.16 |
| 6M High / 6M Low: |
1.95 |
0.97 |
| High (YTD): |
2024-10-04 |
1.95 |
| Low (YTD): |
2024-03-05 |
0.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.28% |
| Volatility 6M: |
|
101.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
