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

EUWAX
15/11/2024  08:54:12 Chg.- Bid08:05:06 Ask08:05:06 Underlying Strike price Expiration date Option type
0.066EUR - 0.082
Bid Size: 12,500		 0.100
Ask Size: 12,500		 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: 65.93
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -0.82
Time value: 0.11
Break-even: 81.84
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 1.04
Spread abs.: 0.04
Spread %: 46.67%
Delta: 0.22
Theta: -0.02
Omega: 14.78
Rho: 0.03
 

Quote data

Open: 0.066
High: 0.066
Low: 0.066
Previous Close: 0.056
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -85.65%
3 Months
  -75.56%
YTD
  -56.00%
1 Year
  -40.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.055
1M High / 1M Low: 0.490 0.055
6M High / 6M Low: 0.570 0.055
High (YTD): 03/10/2024 0.570
Low (YTD): 05/03/2024 0.034
52W High: 03/10/2024 0.570
52W Low: 05/03/2024 0.034
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.228
Avg. volume 1M:   0.000
Avg. price 6M:   0.318
Avg. volume 6M:   0.000
Avg. price 1Y:   0.217
Avg. volume 1Y:   0.000
Volatility 1M:   408.29%
Volatility 6M:   269.31%
Volatility 1Y:   228.50%
Volatility 3Y:   -