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

EUWAX
15/11/2024  08:54:10 Chg.+0.004 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.022EUR +22.22% -
Bid Size: -		 -
Ask Size: -		 NextEra Energy Inc 85.00 USD 20/12/2024 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: 20/12/2024
Issue date: 05/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 79.70
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.24
Parity: -0.82
Time value: 0.09
Break-even: 81.65
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 2.57
Spread abs.: 0.07
Spread %: 295.65%
Delta: 0.20
Theta: -0.04
Omega: 16.12
Rho: 0.01
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.018
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -56.86%
1 Month
  -94.36%
3 Months
  -90.83%
YTD
  -81.67%
1 Year
  -75.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.051 0.018
1M High / 1M Low: 0.420 0.018
6M High / 6M Low: 0.530 0.018
High (YTD): 18/09/2024 0.530
Low (YTD): 14/11/2024 0.018
52W High: 18/09/2024 0.530
52W Low: 14/11/2024 0.018
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.167
Avg. volume 1M:   0.000
Avg. price 6M:   0.280
Avg. volume 6M:   0.000
Avg. price 1Y:   0.189
Avg. volume 1Y:   0.000
Volatility 1M:   615.54%
Volatility 6M:   335.94%
Volatility 1Y:   274.90%
Volatility 3Y:   -