BNP Paribas Call 55 NEE 20.12.2024
/ DE000PZ1AY33
BNP Paribas Call 55 NEE 20.12.202.../ DE000PZ1AY33 /
| 9/12/2024 9:28:17 AM |
Chg.+0.12 |
Bid9/12/2024 |
Ask9/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.67EUR |
+4.71% |
2.67
Bid Size: 5,375 |
-
Ask Size: - |
NextEra Energy Inc |
55.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PZ1AY3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.53 |
| Intrinsic value: |
2.48 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.27 |
| Parity: |
2.48 |
| Time value: |
0.08 |
| Break-even: |
75.51 |
| Moneyness: |
1.50 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
2.80 |
| Rho: |
0.13 |
Quote data
| Open: |
2.67 |
| High: |
2.67 |
| Low: |
2.67 |
| Previous Close: |
2.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.43% |
| 1 Month |
|
|
+24.77% |
| 3 Months |
|
|
+48.33% |
| YTD |
|
|
+154.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.55 |
2.34 |
| 1M High / 1M Low: |
2.55 |
2.14 |
| 6M High / 6M Low: |
2.55 |
0.73 |
| High (YTD): |
9/11/2024 |
2.55 |
| Low (YTD): |
3/5/2024 |
0.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.51% |
| Volatility 6M: |
|
93.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
