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

Frankfurt Zert./BNP
2024-07-11  3:20:15 PM Chg.+0.010 Bid2024-07-11 Ask2024-07-11 Underlying Strike price Expiration date Option type
0.130EUR +8.33% 0.130
Bid Size: 50,000		 0.140
Ask Size: 50,000		 NextEra Energy Inc 90.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-05-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 51.76
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.27
Parity: -1.58
Time value: 0.13
Break-even: 84.38
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.19
Theta: -0.01
Omega: 9.98
Rho: 0.06
 

Quote data

Open: 0.120
High: 0.130
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month
  -18.75%
3 Months  
+96.97%
YTD  
+30.00%
1 Year
  -62.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.170 0.090
6M High / 6M Low: 0.360 0.008
High (YTD): 2024-05-31 0.360
Low (YTD): 2024-03-11 0.008
52W High: 2023-07-21 0.460
52W Low: 2024-03-11 0.008
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   0.000
Avg. price 6M:   0.101
Avg. volume 6M:   0.000
Avg. price 1Y:   0.139
Avg. volume 1Y:   0.000
Volatility 1M:   327.15%
Volatility 6M:   387.92%
Volatility 1Y:   305.33%
Volatility 3Y:   -