BNP Paribas Call 80 NEE 16.01.2026
/ DE000PC1H4L9
BNP Paribas Call 80 NEE 16.01.202.../ DE000PC1H4L9 /
| 06/08/2024 08:58:12 |
Chg.+0.030 |
Bid19:31:05 |
Ask19:31:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+3.03% |
0.970
Bid Size: 39,900 |
0.990
Ask Size: 39,900 |
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: |
7.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.28 |
| Parity: |
-0.30 |
| Time value: |
0.96 |
| Break-even: |
82.66 |
| Moneyness: |
0.96 |
| Premium: |
0.18 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
2.13% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
4.22 |
| Rho: |
0.45 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
1.020 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.50% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+61.90% |
| YTD |
|
|
+117.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.800 |
| 1M High / 1M Low: |
0.990 |
0.640 |
| 6M High / 6M Low: |
1.170 |
0.200 |
| High (YTD): |
03/06/2024 |
1.170 |
| Low (YTD): |
05/03/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.892 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.581 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.62% |
| Volatility 6M: |
|
135.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
