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BNP Paribas Call 90 NEE 17.01.202.../  DE000PN2YH98  /

Frankfurt Zert./BNP
07/08/2024  11:21:12 Chg.0.000 Bid11:40:18 Ask11:40:18 Underlying Strike price Expiration date Option type
0.240EUR 0.00% 0.240
Bid Size: 41,500		 0.250
Ask Size: 41,500		 NextEra Energy Inc 90.00 USD 17/01/2025 Call
 

Master data

WKN: PN2YH9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 90.00 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: 28.18
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.28
Parity: -1.19
Time value: 0.25
Break-even: 84.87
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.52
Spread abs.: 0.02
Spread %: 8.70%
Delta: 0.29
Theta: -0.02
Omega: 8.24
Rho: 0.08
 

Quote data

Open: 0.240
High: 0.240
Low: 0.230
Previous Close: 0.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+100.00%
3 Months  
+71.43%
YTD  
+140.00%
1 Year
  -17.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.200
1M High / 1M Low: 0.300 0.100
6M High / 6M Low: 0.360 0.008
High (YTD): 31/05/2024 0.360
Low (YTD): 11/03/2024 0.008
52W High: 31/05/2024 0.360
52W Low: 11/03/2024 0.008
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.162
Avg. volume 1M:   0.000
Avg. price 6M:   0.120
Avg. volume 6M:   0.000
Avg. price 1Y:   0.124
Avg. volume 1Y:   0.000
Volatility 1M:   380.17%
Volatility 6M:   407.18%
Volatility 1Y:   321.73%
Volatility 3Y:   -