BNP Paribas Call 75 NEE 20.12.2024
/ DE000PN2YH07
BNP Paribas Call 75 NEE 20.12.202.../ DE000PN2YH07 /
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: |
|
- |