BNP Paribas Call 85 NEE 17.01.2025
/ DE000PN2YH80
BNP Paribas Call 85 NEE 17.01.202.../ DE000PN2YH80 /
| 11/07/2024 19:20:42 |
Chg.+0.060 |
Bid19:28:10 |
Ask19:28:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+30.00% |
0.270
Bid Size: 74,900 |
0.280
Ask Size: 74,900 |
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: |
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: |
0.270 |
| Low: |
0.190 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.84% |
| 1 Month |
|
|
+13.04% |
| 3 Months |
|
|
+136.36% |
| YTD |
|
|
+73.33% |
| 1 Year |
|
|
-45.83% |
| 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): |
31/05/2024 |
0.490 |
| Low (YTD): |
11/03/2024 |
0.028 |
| 52W High: |
24/07/2023 |
0.610 |
| 52W Low: |
11/03/2024 |
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: |
|
- |
