BNP Paribas Call 70 NEE 17.01.2025
/ DE000PN2YH56
BNP Paribas Call 70 NEE 17.01.202.../ DE000PN2YH56 /
| 9/12/2024 8:54:27 AM |
Chg.+0.09 |
Bid11:28:36 AM |
Ask11:28:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
+6.62% |
1.47
Bid Size: 12,250 |
1.48
Ask Size: 12,250 |
NextEra Energy Inc |
70.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PN2YH5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
5/5/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
1.22 |
| Time value: |
0.25 |
| Break-even: |
78.28 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
4.27 |
| Rho: |
0.17 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.08% |
| 1 Month |
|
|
+39.42% |
| 3 Months |
|
|
+81.25% |
| YTD |
|
|
+229.55% |
| 1 Year |
|
|
+79.01% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.19 |
| 1M High / 1M Low: |
1.36 |
0.99 |
| 6M High / 6M Low: |
1.36 |
0.21 |
| High (YTD): |
9/11/2024 |
1.36 |
| Low (YTD): |
3/5/2024 |
0.16 |
| 52W High: |
9/11/2024 |
1.36 |
| 52W Low: |
3/5/2024 |
0.16 |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.58 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
78.24% |
| Volatility 6M: |
|
153.04% |
| Volatility 1Y: |
|
157.02% |
| Volatility 3Y: |
|
- |
