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

Frankfurt Zert./BNP
8/6/2024  7:50:40 PM Chg.+0.010 Bid8:13:34 PM Ask8:13:34 PM Underlying Strike price Expiration date Option type
1.070EUR +0.94% 1.080
Bid Size: 30,700		 1.100
Ask Size: 30,700		 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: 6.48
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.61
Implied volatility: 0.37
Historic volatility: 0.28
Parity: 0.61
Time value: 0.47
Break-even: 74.72
Moneyness: 1.10
Premium: 0.07
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 1.89%
Delta: 0.71
Theta: -0.02
Omega: 4.60
Rho: 0.17
 

Quote data

Open: 1.140
High: 1.140
Low: 1.060
Previous Close: 1.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+30.49%
1 Month  
+46.58%
3 Months  
+48.61%
YTD  
+137.78%
1 Year  
+18.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.180 0.820
1M High / 1M Low: 1.180 0.630
6M High / 6M Low: 1.260 0.170
High (YTD): 5/31/2024 1.260
Low (YTD): 3/4/2024 0.170
52W High: 5/31/2024 1.260
52W Low: 3/4/2024 0.170
Avg. price 1W:   1.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.831
Avg. volume 1M:   0.000
Avg. price 6M:   0.609
Avg. volume 6M:   0.000
Avg. price 1Y:   0.551
Avg. volume 1Y:   0.000
Volatility 1M:   224.27%
Volatility 6M:   167.72%
Volatility 1Y:   162.77%
Volatility 3Y:   -