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BNP Paribas Call 70 NEE 17.01.202.../  DE000PN2YH56  /

Frankfurt Zert./BNP
2024-11-15  9:50:33 PM Chg.+0.060 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
0.730EUR +8.96% 0.730
Bid Size: 13,700		 0.760
Ask Size: 13,700		 NextEra Energy Inc 70.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-05-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.54
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.60
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.60
Time value: 0.16
Break-even: 74.09
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 4.11%
Delta: 0.78
Theta: -0.03
Omega: 7.48
Rho: 0.08
 

Quote data

Open: 0.650
High: 0.750
Low: 0.640
Previous Close: 0.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.59%
1 Month
  -49.31%
3 Months
  -31.13%
YTD  
+62.22%
1 Year  
+121.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.570
1M High / 1M Low: 1.480 0.570
6M High / 6M Low: 1.570 0.570
High (YTD): 2024-10-01 1.570
Low (YTD): 2024-03-04 0.170
52W High: 2024-10-01 1.570
52W Low: 2024-03-04 0.170
Avg. price 1W:   0.652
Avg. volume 1W:   0.000
Avg. price 1M:   1.011
Avg. volume 1M:   0.000
Avg. price 6M:   1.055
Avg. volume 6M:   0.000
Avg. price 1Y:   0.730
Avg. volume 1Y:   0.000
Volatility 1M:   219.96%
Volatility 6M:   160.71%
Volatility 1Y:   151.31%
Volatility 3Y:   -