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

EUWAX
11/07/2024  08:55:04 Chg.+0.020 Bid10:05:14 Ask10:05:14 Underlying Strike price Expiration date Option type
0.730EUR +2.82% 0.730
Bid Size: 18,450		 0.740
Ask Size: 18,450		 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: 8.85
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.27
Implied volatility: 0.29
Historic volatility: 0.27
Parity: 0.27
Time value: 0.49
Break-even: 72.22
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.33%
Delta: 0.65
Theta: -0.02
Omega: 5.77
Rho: 0.19
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.710
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.35%
1 Month
  -33.03%
3 Months  
+78.05%
YTD  
+65.91%
1 Year
  -30.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.680
1M High / 1M Low: 1.090 0.550
6M High / 6M Low: 1.320 0.160
High (YTD): 03/06/2024 1.320
Low (YTD): 05/03/2024 0.160
52W High: 03/06/2024 1.320
52W Low: 05/03/2024 0.160
Avg. price 1W:   0.700
Avg. volume 1W:   0.000
Avg. price 1M:   0.742
Avg. volume 1M:   0.000
Avg. price 6M:   0.526
Avg. volume 6M:   0.000
Avg. price 1Y:   0.571
Avg. volume 1Y:   0.000
Volatility 1M:   204.88%
Volatility 6M:   157.13%
Volatility 1Y:   148.86%
Volatility 3Y:   -