BNP Paribas Call 65 NEE 19.12.202.../  DE000PC1H4C8  /

EUWAX
31/05/2024  09:09:07 Chg.+0.15 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
1.85EUR +8.82% -
Bid Size: -
-
Ask Size: -
NextEra Energy Inc 65.00 USD 19/12/2025 Call
 

Master data

WKN: PC1H4C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 65.00 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: 3.63
Leverage: Yes

Calculated values

Fair value: 1.95
Intrinsic value: 1.38
Implied volatility: 0.29
Historic volatility: 0.26
Parity: 1.38
Time value: 0.65
Break-even: 80.22
Moneyness: 1.23
Premium: 0.09
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.00%
Delta: 0.82
Theta: -0.01
Omega: 2.98
Rho: 0.62
 

Quote data

Open: 1.85
High: 1.85
Low: 1.85
Previous Close: 1.70
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.80%
1 Month  
+63.72%
3 Months  
+242.59%
YTD  
+107.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.85 1.70
1M High / 1M Low: 1.85 1.18
6M High / 6M Low: - -
High (YTD): 31/05/2024 1.85
Low (YTD): 05/03/2024 0.52
52W High: - -
52W Low: - -
Avg. price 1W:   1.76
Avg. volume 1W:   0.00
Avg. price 1M:   1.60
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -