BNP Paribas Call 80 NEE 16.01.2026
/ DE000PC1H4L9
BNP Paribas Call 80 NEE 16.01.202.../ DE000PC1H4L9 /
| 18/11/2024 09:13:12 |
Chg.+0.050 |
Bid21:09:13 |
Ask21:09:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+6.67% |
0.800
Bid Size: 42,400 |
0.810
Ask Size: 42,400 |
NextEra Energy Inc |
80.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1H4L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-0.35 |
| Time value: |
0.83 |
| Break-even: |
84.23 |
| Moneyness: |
0.95 |
| Premium: |
0.16 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
3.75% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
4.76 |
| Rho: |
0.36 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
-37.01% |
| 3 Months |
|
|
-13.04% |
| YTD |
|
|
+70.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.700 |
| 1M High / 1M Low: |
1.330 |
0.700 |
| 6M High / 6M Low: |
1.360 |
0.580 |
| High (YTD): |
18/09/2024 |
1.360 |
| Low (YTD): |
05/03/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.973 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.967 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.88% |
| Volatility 6M: |
|
126.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
