BNP Paribas Call 80 NEE 17.01.2025
/ DE000PN2YH72
BNP Paribas Call 80 NEE 17.01.202.../ DE000PN2YH72 /
10/11/2024 2:58:27 PM |
Chg.-0.020 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
-3.51% |
- Bid Size: - |
- Ask Size: - |
NextEra Energy Inc |
80.00 - |
1/17/2025 |
Call |
Master data
WKN: |
PN2YH7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 - |
Maturity: |
1/17/2025 |
Issue date: |
5/5/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.24 |
Parity: |
-0.51 |
Time value: |
0.63 |
Break-even: |
86.30 |
Moneyness: |
0.94 |
Premium: |
0.15 |
Premium p.a.: |
0.71 |
Spread abs.: |
0.01 |
Spread %: |
1.61% |
Delta: |
0.47 |
Theta: |
-0.04 |
Omega: |
5.58 |
Rho: |
0.08 |
Quote data
Open: |
0.550 |
High: |
0.550 |
Low: |
0.550 |
Previous Close: |
0.570 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.49% |
1 Month |
|
|
-28.57% |
3 Months |
|
|
+34.15% |
YTD |
|
|
+161.90% |
1 Year |
|
|
+205.56% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.550 |
1M High / 1M Low: |
0.860 |
0.550 |
6M High / 6M Low: |
0.860 |
0.130 |
High (YTD): |
10/3/2024 |
0.860 |
Low (YTD): |
3/5/2024 |
0.057 |
52W High: |
10/3/2024 |
0.860 |
52W Low: |
3/5/2024 |
0.057 |
Avg. price 1W: |
|
0.617 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.759 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.480 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.318 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
157.35% |
Volatility 6M: |
|
194.69% |
Volatility 1Y: |
|
180.96% |
Volatility 3Y: |
|
- |