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

EUWAX
11/15/2024  8:54:12 AM Chg.- Bid8:05:06 AM Ask8:05:06 AM Underlying Strike price Expiration date Option type
0.160EUR - 0.200
Bid Size: 10,000		 0.220
Ask Size: 10,000		 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: 32.96
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.24
Parity: -0.75
Time value: 0.22
Break-even: 82.20
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 1.09
Spread abs.: 0.03
Spread %: 15.79%
Delta: 0.31
Theta: -0.04
Omega: 10.33
Rho: 0.03
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.43%
1 Month
  -77.78%
3 Months
  -65.22%
YTD
  -23.81%
1 Year     0.00%
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): 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:   0.172
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:   -