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BNP Paribas Call 80 NEE 17.01.202.../  DE000PN2YH72  /

EUWAX
2024-11-18  8:54:36 AM Chg.+0.030 Bid9:59:00 AM Ask9:59:00 AM Underlying Strike price Expiration date Option type
0.190EUR +18.75% 0.190
Bid Size: 10,000		 -
Ask Size: -		 NextEra Energy Inc 80.00 - 2025-01-17 Call
 

Master data

WKN: PN2YH7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2025-01-17
Issue date: 2023-05-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.94
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.24
Parity: -0.75
Time value: 0.22
Break-even: 82.20
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 1.15
Spread abs.: 0.03
Spread %: 15.79%
Delta: 0.31
Theta: -0.04
Omega: 10.29
Rho: 0.03
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.39%
1 Month
  -73.61%
3 Months
  -58.70%
YTD
  -9.52%
1 Year  
+18.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.130
1M High / 1M Low: 0.760 0.130
6M High / 6M Low: 0.860 0.130
High (YTD): 2024-10-03 0.860
Low (YTD): 2024-03-05 0.057
52W High: 2024-10-03 0.860
52W Low: 2024-03-05 0.057
Avg. price 1W:   0.172
Avg. volume 1W:   0.000
Avg. price 1M:   0.400
Avg. volume 1M:   0.000
Avg. price 6M:   0.507
Avg. volume 6M:   0.000
Avg. price 1Y:   0.344
Avg. volume 1Y:   0.000
Volatility 1M:   336.84%
Volatility 6M:   226.90%
Volatility 1Y:   198.70%
Volatility 3Y:   -