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

Frankfurt Zert./BNP
8/7/2024  3:35:28 PM Chg.+0.010 Bid3:41:45 PM Ask3:41:45 PM Underlying Strike price Expiration date Option type
0.360EUR +2.86% 0.370
Bid Size: 29,250		 0.380
Ask Size: 29,250		 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: 19.57
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.28
Parity: -0.73
Time value: 0.36
Break-even: 81.40
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.38
Spread abs.: 0.02
Spread %: 5.88%
Delta: 0.39
Theta: -0.02
Omega: 7.56
Rho: 0.11
 

Quote data

Open: 0.340
High: 0.360
Low: 0.340
Previous Close: 0.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+16.13%
1 Month  
+80.00%
3 Months  
+63.64%
YTD  
+140.00%
1 Year  
+2.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.310
1M High / 1M Low: 0.420 0.170
6M High / 6M Low: 0.490 0.028
High (YTD): 5/31/2024 0.490
Low (YTD): 3/11/2024 0.028
52W High: 5/31/2024 0.490
52W Low: 3/11/2024 0.028
Avg. price 1W:   0.360
Avg. volume 1W:   0.000
Avg. price 1M:   0.253
Avg. volume 1M:   0.000
Avg. price 6M:   0.181
Avg. volume 6M:   0.000
Avg. price 1Y:   0.177
Avg. volume 1Y:   0.000
Volatility 1M:   342.71%
Volatility 6M:   280.34%
Volatility 1Y:   243.61%
Volatility 3Y:   -