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

EUWAX
10/11/2024  2:58:29 PM Chg.-0.020 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.340EUR -5.56% -
Bid Size: -		 -
Ask Size: -		 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: 18.71
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -0.29
Time value: 0.40
Break-even: 81.73
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.46
Theta: -0.03
Omega: 8.67
Rho: 0.08
 

Quote data

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

Performance

1 Week
  -32.00%
1 Month
  -32.00%
3 Months  
+30.77%
YTD  
+126.67%
1 Year  
+161.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.340
1M High / 1M Low: 0.570 0.340
6M High / 6M Low: 0.570 0.078
High (YTD): 10/3/2024 0.570
Low (YTD): 3/5/2024 0.034
52W High: 10/3/2024 0.570
52W Low: 3/5/2024 0.034
Avg. price 1W:   0.393
Avg. volume 1W:   0.000
Avg. price 1M:   0.490
Avg. volume 1M:   0.000
Avg. price 6M:   0.304
Avg. volume 6M:   0.000
Avg. price 1Y:   0.204
Avg. volume 1Y:   0.000
Volatility 1M:   182.25%
Volatility 6M:   228.05%
Volatility 1Y:   205.04%
Volatility 3Y:   -