BNP Paribas Call 80 NEE 19.12.202.../  DE000PC1H4E4  /

EUWAX
15/11/2024  09:12:49 Chg.+0.020 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
0.750EUR +2.74% -
Bid Size: -
-
Ask Size: -
NextEra Energy Inc 80.00 USD 19/12/2025 Call
 

Master data

WKN: PC1H4E
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 19/12/2025
Issue date: 11/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.63
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -0.35
Time value: 0.84
Break-even: 84.39
Moneyness: 0.95
Premium: 0.16
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 3.70%
Delta: 0.54
Theta: -0.01
Omega: 4.70
Rho: 0.34
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.730
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.17%
1 Month
  -43.61%
3 Months
  -21.05%
YTD  
+63.04%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.710
1M High / 1M Low: 1.340 0.710
6M High / 6M Low: 1.390 0.610
High (YTD): 18/09/2024 1.390
Low (YTD): 05/03/2024 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.770
Avg. volume 1W:   0.000
Avg. price 1M:   1.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.994
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.02%
Volatility 6M:   121.50%
Volatility 1Y:   -
Volatility 3Y:   -