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

Frankfurt Zert./BNP
18/11/2024  08:21:08 Chg.+0.010 Bid08:25:20 Ask08:25:20 Underlying Strike price Expiration date Option type
0.740EUR +1.37% 0.740
Bid Size: 6,850		 0.750
Ask Size: 6,850		 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: 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: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.71%
1 Month
  -48.97%
3 Months
  -30.19%
YTD  
+64.44%
1 Year  
+124.24%
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): 01/10/2024 1.570
Low (YTD): 04/03/2024 0.170
52W High: 01/10/2024 1.570
52W Low: 04/03/2024 0.170
Avg. price 1W:   0.652
Avg. volume 1W:   0.000
Avg. price 1M:   0.990
Avg. volume 1M:   0.000
Avg. price 6M:   1.056
Avg. volume 6M:   0.000
Avg. price 1Y:   0.732
Avg. volume 1Y:   0.000
Volatility 1M:   225.42%
Volatility 6M:   161.31%
Volatility 1Y:   151.58%
Volatility 3Y:   -