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

EUWAX
06/08/2024  08:47:15 Chg.+0.040 Bid09:01:21 Ask09:01:21 Underlying Strike price Expiration date Option type
0.410EUR +10.81% 0.410
Bid Size: 7,318		 0.440
Ask Size: 6,819		 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: 0.410
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+70.83%
1 Month  
+115.79%
3 Months  
+115.79%
YTD  
+173.33%
1 Year  
+13.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.240
1M High / 1M Low: 0.370 0.170
6M High / 6M Low: 0.520 0.034
High (YTD): 03/06/2024 0.520
Low (YTD): 05/03/2024 0.034
52W High: 03/06/2024 0.520
52W Low: 05/03/2024 0.034
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.230
Avg. volume 1M:   0.000
Avg. price 6M:   0.175
Avg. volume 6M:   0.000
Avg. price 1Y:   0.175
Avg. volume 1Y:   0.000
Volatility 1M:   315.82%
Volatility 6M:   240.32%
Volatility 1Y:   210.86%
Volatility 3Y:   -