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BNP Paribas Call 75 NEE 20.12.202.../  DE000PN2YH07  /

Frankfurt Zert./BNP
2024-09-11  9:50:31 PM Chg.+0.060 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
1.040EUR +6.12% 1.050
Bid Size: 13,450		 1.060
Ask Size: 13,450		 NextEra Energy Inc 75.00 USD 2024-12-20 Call
 

Master data

WKN: PN2YH0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.39
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.66
Implied volatility: 0.39
Historic volatility: 0.27
Parity: 0.66
Time value: 0.35
Break-even: 78.16
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 3.06%
Delta: 0.73
Theta: -0.03
Omega: 5.38
Rho: 0.12
 

Quote data

Open: 0.960
High: 1.050
Low: 0.940
Previous Close: 0.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month  
+44.44%
3 Months  
+100.00%
YTD  
+271.43%
1 Year  
+82.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.820
1M High / 1M Low: 0.980 0.650
6M High / 6M Low: 0.980 0.095
High (YTD): 2024-09-10 0.980
Low (YTD): 2024-03-04 0.083
52W High: 2024-09-10 0.980
52W Low: 2024-03-04 0.083
Avg. price 1W:   0.874
Avg. volume 1W:   0.000
Avg. price 1M:   0.772
Avg. volume 1M:   0.000
Avg. price 6M:   0.515
Avg. volume 6M:   0.000
Avg. price 1Y:   0.377
Avg. volume 1Y:   0.000
Volatility 1M:   99.17%
Volatility 6M:   191.44%
Volatility 1Y:   196.74%
Volatility 3Y:   -