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

Frankfurt Zert./BNP
12/09/2024  10:50:35 Chg.+0.030 Bid10:52:48 Ask10:52:48 Underlying Strike price Expiration date Option type
1.470EUR +2.08% 1.470
Bid Size: 12,300		 1.480
Ask Size: 12,300		 NextEra Energy Inc 70.00 USD 17/01/2025 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: 17/01/2025
Issue date: 05/05/2023
Last trading day: 16/01/2025
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: 1.460
High: 1.470
Low: 1.460
Previous Close: 1.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+21.49%
1 Month  
+45.54%
3 Months  
+93.42%
YTD  
+226.67%
1 Year  
+79.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.440 1.200
1M High / 1M Low: 1.440 0.990
6M High / 6M Low: 1.440 0.200
High (YTD): 11/09/2024 1.440
Low (YTD): 04/03/2024 0.170
52W High: 11/09/2024 1.440
52W Low: 04/03/2024 0.170
Avg. price 1W:   1.296
Avg. volume 1W:   0.000
Avg. price 1M:   1.152
Avg. volume 1M:   0.000
Avg. price 6M:   0.799
Avg. volume 6M:   0.000
Avg. price 1Y:   0.585
Avg. volume 1Y:   0.000
Volatility 1M:   75.72%
Volatility 6M:   155.92%
Volatility 1Y:   163.01%
Volatility 3Y:   -