BNP Paribas Call 85 NEE 19.09.2025
/ DE000PG82CE6
BNP Paribas Call 85 NEE 19.09.202.../ DE000PG82CE6 /
2024-11-18 8:16:37 AM |
Chg.+0.050 |
Bid8:25:08 AM |
Ask8:25:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
+11.36% |
0.490 Bid Size: 13,500 |
0.530 Ask Size: 13,500 |
Nextera Energy Inc |
85.00 USD |
2025-09-19 |
Call |
Master data
WKN: |
PG82CE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Nextera Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 USD |
Maturity: |
2025-09-19 |
Issue date: |
2024-10-03 |
Last trading day: |
2025-09-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.24 |
Parity: |
-0.82 |
Time value: |
0.51 |
Break-even: |
85.84 |
Moneyness: |
0.90 |
Premium: |
0.18 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.03 |
Spread %: |
6.25% |
Delta: |
0.43 |
Theta: |
-0.01 |
Omega: |
6.07 |
Rho: |
0.22 |
Quote data
Open: |
0.490 |
High: |
0.490 |
Low: |
0.490 |
Previous Close: |
0.440 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.55% |
1 Month |
|
|
-45.56% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.400 |
1M High / 1M Low: |
0.940 |
0.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.452 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.638 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
183.41% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |