BNP Paribas Call 70 NEE 17.01.2025
/ DE000PN2YH56
BNP Paribas Call 70 NEE 17.01.202.../ DE000PN2YH56 /
| 2024-08-06 8:47:15 AM |
Chg.+0.04 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
+3.60% |
-
Bid Size: - |
-
Ask Size: - |
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: |
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: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.55% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
+71.64% |
| YTD |
|
|
+161.36% |
| 1 Year |
|
|
+25.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
0.83 |
| 1M High / 1M Low: |
1.11 |
0.64 |
| 6M High / 6M Low: |
1.32 |
0.16 |
| High (YTD): |
2024-06-03 |
1.32 |
| Low (YTD): |
2024-03-05 |
0.16 |
| 52W High: |
2024-06-03 |
1.32 |
| 52W Low: |
2024-03-05 |
0.16 |
| Avg. price 1W: |
|
0.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.55 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
191.38% |
| Volatility 6M: |
|
163.96% |
| Volatility 1Y: |
|
156.32% |
| Volatility 3Y: |
|
- |
