BNP Paribas Call 75 NEE 21.03.2025
/ DE000PG4VYP0
BNP Paribas Call 75 NEE 21.03.202.../ DE000PG4VYP0 /
| 2024-11-18 8:20:54 AM |
Chg.+0.010 |
Bid2024-11-18 |
Ask2024-11-18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+1.72% |
0.590
Bid Size: 5,085 |
0.640
Ask Size: 4,688 |
Nextera Energy Inc |
75.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
PG4VYP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nextera Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-25 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.13 |
| Time value: |
0.48 |
| Break-even: |
77.34 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
5.17% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
7.11 |
| Rho: |
0.13 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.27% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-31.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.450 |
| 1M High / 1M Low: |
1.210 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.792 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
