BNP Paribas Call 70 NEE 19.12.202.../  DE000PC1H4D6  /

Frankfurt Zert./BNP
2024-06-07  9:50:39 PM Chg.-0.070 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
1.400EUR -4.76% 1.400
Bid Size: 16,350
1.420
Ask Size: 16,350
NextEra Energy Inc 70.00 USD 2025-12-19 Call
 

Master data

WKN: PC1H4D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 70.00 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: 4.92
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 0.50
Implied volatility: 0.29
Historic volatility: 0.26
Parity: 0.50
Time value: 0.92
Break-even: 79.01
Moneyness: 1.08
Premium: 0.13
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 1.43%
Delta: 0.71
Theta: -0.01
Omega: 3.47
Rho: 0.54
 

Quote data

Open: 1.470
High: 1.510
Low: 1.400
Previous Close: 1.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.17%
1 Month  
+13.82%
3 Months  
+169.23%
YTD  
+91.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.540 1.400
1M High / 1M Low: 1.670 1.230
6M High / 6M Low: - -
High (YTD): 2024-05-31 1.670
Low (YTD): 2024-03-04 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   1.484
Avg. volume 1W:   0.000
Avg. price 1M:   1.440
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -