OverviewChartNewsTraderScreen

BNP Paribas Call 85 NEE 20.12.202.../  DE000PN2YH23  /

Frankfurt Zert./BNP
11/18/2024  8:50:34 PM Chg.+0.004 Bid9:04:40 PM Ask9:04:40 PM Underlying Strike price Expiration date Option type
0.026EUR +18.18% 0.026
Bid Size: 100,000		 0.091
Ask Size: 100,000		 NextEra Energy Inc 85.00 USD 12/20/2024 Call
 

Master data

WKN: PN2YH2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 12/20/2024
Issue date: 5/5/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 79.63
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.24
Parity: -0.82
Time value: 0.09
Break-even: 81.58
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 2.87
Spread abs.: 0.07
Spread %: 295.65%
Delta: 0.20
Theta: -0.04
Omega: 16.10
Rho: 0.01
 

Quote data

Open: 0.030
High: 0.030
Low: 0.023
Previous Close: 0.022
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -29.73%
1 Month
  -93.50%
3 Months
  -90.37%
YTD
  -80.00%
1 Year
  -71.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.037 0.019
1M High / 1M Low: 0.400 0.019
6M High / 6M Low: 0.520 0.019
High (YTD): 10/2/2024 0.520
Low (YTD): 3/11/2024 0.018
52W High: 10/2/2024 0.520
52W Low: 3/11/2024 0.018
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.165
Avg. volume 1M:   0.000
Avg. price 6M:   0.284
Avg. volume 6M:   0.000
Avg. price 1Y:   0.191
Avg. volume 1Y:   0.000
Volatility 1M:   618.50%
Volatility 6M:   335.95%
Volatility 1Y:   308.64%
Volatility 3Y:   -