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

Frankfurt Zert./BNP
7/11/2024  10:50:38 AM Chg.0.000 Bid11:09:50 AM Ask11:09:50 AM Underlying Strike price Expiration date Option type
0.200EUR 0.00% 0.200
Bid Size: 47,100		 0.210
Ask Size: 47,100		 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: 32.04
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.27
Parity: -1.12
Time value: 0.21
Break-even: 80.56
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.28
Theta: -0.01
Omega: 8.99
Rho: 0.09
 

Quote data

Open: 0.200
High: 0.200
Low: 0.190
Previous Close: 0.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.26%
1 Month
  -13.04%
3 Months  
+81.82%
YTD  
+33.33%
1 Year
  -58.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.190
1M High / 1M Low: 0.260 0.150
6M High / 6M Low: 0.490 0.028
High (YTD): 5/31/2024 0.490
Low (YTD): 3/11/2024 0.028
52W High: 7/24/2023 0.610
52W Low: 3/11/2024 0.028
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.207
Avg. volume 1M:   0.000
Avg. price 6M:   0.153
Avg. volume 6M:   0.000
Avg. price 1Y:   0.194
Avg. volume 1Y:   0.000
Volatility 1M:   281.69%
Volatility 6M:   255.93%
Volatility 1Y:   226.00%
Volatility 3Y:   -