BNP Paribas Call 60 NEE 19.12.202.../  DE000PC1H4B0  /

Frankfurt Zert./BNP
2024-06-07  9:50:27 PM Chg.-0.080 Bid9:58:23 PM Ask9:58:23 PM Underlying Strike price Expiration date Option type
1.990EUR -3.86% 1.980
Bid Size: 13,900
2.000
Ask Size: 13,900
NextEra Energy Inc 60.00 USD 2025-12-19 Call
 

Master data

WKN: PC1H4B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.49
Leverage: Yes

Calculated values

Fair value: 1.93
Intrinsic value: 1.42
Implied volatility: 0.29
Historic volatility: 0.26
Parity: 1.42
Time value: 0.58
Break-even: 75.55
Moneyness: 1.26
Premium: 0.08
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.01%
Delta: 0.83
Theta: -0.01
Omega: 2.91
Rho: 0.58
 

Quote data

Open: 2.060
High: 2.100
Low: 1.990
Previous Close: 2.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.72%
1 Month  
+11.17%
3 Months  
+131.40%
YTD  
+79.28%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.140 1.990
1M High / 1M Low: 2.280 1.790
6M High / 6M Low: - -
High (YTD): 2024-05-31 2.280
Low (YTD): 2024-03-04 0.700
52W High: - -
52W Low: - -
Avg. price 1W:   2.078
Avg. volume 1W:   0.000
Avg. price 1M:   2.026
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   59.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -