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

Frankfurt Zert./BNP
06/08/2024  21:50:27 Chg.-0.010 Bid21:57:08 Ask21:57:08 Underlying Strike price Expiration date Option type
0.350EUR -2.78% 0.340
Bid Size: 31,600		 0.360
Ask Size: 31,600		 NextEra Energy Inc 85.00 USD 17/01/2025 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: 17/01/2025
Issue date: 05/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.43
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.28
Parity: -0.76
Time value: 0.38
Break-even: 81.42
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.40
Spread abs.: 0.02
Spread %: 5.56%
Delta: 0.39
Theta: -0.02
Omega: 7.19
Rho: 0.11
 

Quote data

Open: 0.410
High: 0.410
Low: 0.350
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+52.17%
1 Month  
+75.00%
3 Months  
+66.67%
YTD  
+133.33%
1 Year
  -2.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.230
1M High / 1M Low: 0.420 0.170
6M High / 6M Low: 0.490 0.028
High (YTD): 31/05/2024 0.490
Low (YTD): 11/03/2024 0.028
52W High: 31/05/2024 0.490
52W Low: 11/03/2024 0.028
Avg. price 1W:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.248
Avg. volume 1M:   0.000
Avg. price 6M:   0.179
Avg. volume 6M:   0.000
Avg. price 1Y:   0.176
Avg. volume 1Y:   0.000
Volatility 1M:   350.38%
Volatility 6M:   280.32%
Volatility 1Y:   244.05%
Volatility 3Y:   -