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BNP Paribas Call 85 NEE 17.01.202.../  DE000PN2YH80  /

Frankfurt Zert./BNP
9/12/2024  7:20:48 PM Chg.+0.020 Bid7:24:21 PM Ask7:24:21 PM Underlying Strike price Expiration date Option type
0.530EUR +3.92% 0.530
Bid Size: 39,800		 0.540
Ask Size: 39,800		 NextEra Energy Inc 85.00 USD 1/17/2025 Call
 

Master data

WKN: PN2YH8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 1/17/2025
Issue date: 5/5/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.03
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -0.14
Time value: 0.54
Break-even: 82.60
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.52
Theta: -0.03
Omega: 7.34
Rho: 0.12
 

Quote data

Open: 0.530
High: 0.540
Low: 0.490
Previous Close: 0.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+39.47%
1 Month  
+76.67%
3 Months  
+152.38%
YTD  
+253.33%
1 Year  
+82.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.370
1M High / 1M Low: 0.510 0.270
6M High / 6M Low: 0.510 0.034
High (YTD): 9/11/2024 0.510
Low (YTD): 3/11/2024 0.028
52W High: 9/11/2024 0.510
52W Low: 3/11/2024 0.028
Avg. price 1W:   0.426
Avg. volume 1W:   0.000
Avg. price 1M:   0.350
Avg. volume 1M:   0.000
Avg. price 6M:   0.241
Avg. volume 6M:   0.000
Avg. price 1Y:   0.181
Avg. volume 1Y:   0.000
Volatility 1M:   141.76%
Volatility 6M:   256.09%
Volatility 1Y:   246.29%
Volatility 3Y:   -