OverviewChartNewsTraderScreen

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

Frankfurt Zert./BNP
8/6/2024  9:50:26 PM Chg.-0.010 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.320EUR -3.03% 0.310
Bid Size: 32,600		 0.330
Ask Size: 32,600		 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: 19.45
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.28
Parity: -0.76
Time value: 0.36
Break-even: 81.22
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.49
Spread abs.: 0.02
Spread %: 5.88%
Delta: 0.38
Theta: -0.02
Omega: 7.41
Rho: 0.09
 

Quote data

Open: 0.380
High: 0.380
Low: 0.320
Previous Close: 0.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+60.00%
1 Month  
+88.24%
3 Months  
+68.42%
YTD  
+146.15%
1 Year
  -15.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.200
1M High / 1M Low: 0.390 0.140
6M High / 6M Low: 0.460 0.018
High (YTD): 5/31/2024 0.460
Low (YTD): 3/11/2024 0.018
52W High: 5/31/2024 0.460
52W Low: 3/11/2024 0.018
Avg. price 1W:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   0.218
Avg. volume 1M:   0.000
Avg. price 6M:   0.158
Avg. volume 6M:   0.000
Avg. price 1Y:   0.161
Avg. volume 1Y:   0.000
Volatility 1M:   367.89%
Volatility 6M:   324.24%
Volatility 1Y:   272.39%
Volatility 3Y:   -