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

Frankfurt Zert./BNP
10/11/2024  9:50:38 PM Chg.+0.010 Bid9:55:11 PM Ask9:55:11 PM Underlying Strike price Expiration date Option type
0.840EUR +1.20% -
Bid Size: -		 -
Ask Size: -		 NextEra Energy Inc 75.00 USD 12/20/2024 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: 12/20/2024
Issue date: 5/5/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.70
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.63
Implied volatility: 0.36
Historic volatility: 0.24
Parity: 0.63
Time value: 0.23
Break-even: 77.19
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.18%
Delta: 0.75
Theta: -0.03
Omega: 6.53
Rho: 0.09
 

Quote data

Open: 0.790
High: 0.850
Low: 0.750
Previous Close: 0.830
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month
  -23.64%
3 Months  
+31.25%
YTD  
+200.00%
1 Year  
+265.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.790
1M High / 1M Low: 1.150 0.790
6M High / 6M Low: 1.150 0.180
High (YTD): 10/1/2024 1.150
Low (YTD): 3/4/2024 0.083
52W High: 10/1/2024 1.150
52W Low: 3/4/2024 0.083
Avg. price 1W:   0.814
Avg. volume 1W:   0.000
Avg. price 1M:   0.998
Avg. volume 1M:   0.000
Avg. price 6M:   0.660
Avg. volume 6M:   0.000
Avg. price 1Y:   0.434
Avg. volume 1Y:   0.000
Volatility 1M:   133.46%
Volatility 6M:   182.30%
Volatility 1Y:   184.22%
Volatility 3Y:   -