BNP Paribas Call 80 NEE 19.09.2025
/ DE000PC255H5
BNP Paribas Call 80 NEE 19.09.202.../ DE000PC255H5 /
| 11/10/2024 21:50:31 |
Chg.+0.010 |
Bid21:58:35 |
Ask21:58:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+1.00% |
1.020
Bid Size: 17,200 |
1.030
Ask Size: 17,200 |
NextEra Energy Inc |
80.00 USD |
19/09/2025 |
Call |
Master data
| WKN: |
PC255H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
19/09/2025 |
| Issue date: |
10/01/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.17 |
| Time value: |
0.86 |
| Break-even: |
83.46 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.98% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
4.57 |
| Rho: |
0.35 |
Quote data
| Open: |
0.980 |
| High: |
1.020 |
| Low: |
0.950 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.68% |
| 1 Month |
|
|
-18.55% |
| 3 Months |
|
|
+20.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.960 |
| 1M High / 1M Low: |
1.250 |
0.960 |
| 6M High / 6M Low: |
1.250 |
0.330 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.986 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.839 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.23% |
| Volatility 6M: |
|
128.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
