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: |
|
- |