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BNP Paribas Call 80 NEE 20.12.202.../  DE000PN2YH15  /

Frankfurt Zert./BNP
11/18/2024  8:20:53 AM Chg.+0.010 Bid8:25:04 AM Ask8:25:04 AM Underlying Strike price Expiration date Option type
0.110EUR +10.00% 0.110
Bid Size: 15,425		 0.120
Ask Size: 15,425		 NextEra Energy Inc 80.00 USD 12/20/2024 Call
 

Master data

WKN: PN2YH1
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 80.00 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: 55.79
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -0.35
Time value: 0.13
Break-even: 77.29
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.98
Spread abs.: 0.03
Spread %: 30.00%
Delta: 0.33
Theta: -0.04
Omega: 18.15
Rho: 0.02
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -83.58%
3 Months
  -75.56%
YTD
  -42.11%
1 Year
  -21.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.067
1M High / 1M Low: 0.670 0.067
6M High / 6M Low: 0.800 0.067
High (YTD): 10/1/2024 0.800
Low (YTD): 3/11/2024 0.048
52W High: 10/1/2024 0.800
52W Low: 3/11/2024 0.048
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.322
Avg. volume 1M:   0.000
Avg. price 6M:   0.459
Avg. volume 6M:   0.000
Avg. price 1Y:   0.309
Avg. volume 1Y:   0.000
Volatility 1M:   511.41%
Volatility 6M:   281.01%
Volatility 1Y:   249.79%
Volatility 3Y:   -