BNP Paribas Call 75 NEE 20.06.2025
/ DE000PG3RDK5
BNP Paribas Call 75 NEE 20.06.202.../ DE000PG3RDK5 /
9/12/2024 9:15:00 AM |
Chg.+0.10 |
Bid10:00:06 AM |
Ask10:00:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.34EUR |
+8.06% |
1.34 Bid Size: 3,550 |
- Ask Size: - |
Nextera Energy Inc |
75.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
PG3RDK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nextera Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
7/8/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.25 |
Intrinsic value: |
0.77 |
Implied volatility: |
0.32 |
Historic volatility: |
0.27 |
Parity: |
0.77 |
Time value: |
0.58 |
Break-even: |
81.62 |
Moneyness: |
1.11 |
Premium: |
0.08 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.75% |
Delta: |
0.73 |
Theta: |
-0.02 |
Omega: |
4.11 |
Rho: |
0.32 |
Quote data
Open: |
1.34 |
High: |
1.34 |
Low: |
1.34 |
Previous Close: |
1.24 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.52% |
1 Month |
|
|
+35.35% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.24 |
1.08 |
1M High / 1M Low: |
1.24 |
0.95 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.05 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |