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BNP Paribas Call 75 NEE 17.01.202.../  DE000PN2YH64  /

EUWAX
11/15/2024  8:54:12 AM Chg.- Bid8:03:21 AM Ask8:03:21 AM Underlying Strike price Expiration date Option type
0.340EUR - 0.410
Bid Size: 7,318		 0.430
Ask Size: 6,977		 NextEra Energy Inc 75.00 USD 1/17/2025 Call
 

Master data

WKN: PN2YH6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 75.00 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: 16.87
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.13
Implied volatility: 0.29
Historic volatility: 0.24
Parity: 0.13
Time value: 0.30
Break-even: 75.54
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 7.50%
Delta: 0.60
Theta: -0.03
Omega: 10.12
Rho: 0.07
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.09%
1 Month
  -67.31%
3 Months
  -51.43%
YTD  
+21.43%
1 Year  
+41.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.300
1M High / 1M Low: 1.090 0.300
6M High / 6M Low: 1.190 0.300
High (YTD): 10/3/2024 1.190
Low (YTD): 3/5/2024 0.100
52W High: 10/3/2024 1.190
52W Low: 3/5/2024 0.100
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.656
Avg. volume 1M:   0.000
Avg. price 6M:   0.743
Avg. volume 6M:   0.000
Avg. price 1Y:   0.501
Avg. volume 1Y:   0.000
Volatility 1M:   258.38%
Volatility 6M:   192.56%
Volatility 1Y:   176.86%
Volatility 3Y:   -