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

Frankfurt Zert./BNP
9/12/2024  3:35:30 PM Chg.+0.010 Bid3:35:34 PM Ask3:35:34 PM Underlying Strike price Expiration date Option type
0.360EUR +2.86% 0.370
Bid Size: 8,109		 0.380
Ask Size: 7,895		 NextEra Energy Inc 90.00 USD 1/17/2025 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: 1/17/2025
Issue date: 5/5/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.05
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -0.60
Time value: 0.36
Break-even: 85.34
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.40
Theta: -0.02
Omega: 8.42
Rho: 0.09
 

Quote data

Open: 0.350
High: 0.360
Low: 0.350
Previous Close: 0.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+80.00%
3 Months  
+157.14%
YTD  
+260.00%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.240
1M High / 1M Low: 0.350 0.170
6M High / 6M Low: 0.360 0.014
High (YTD): 5/31/2024 0.360
Low (YTD): 3/11/2024 0.008
52W High: 5/31/2024 0.360
52W Low: 3/11/2024 0.008
Avg. price 1W:   0.280
Avg. volume 1W:   0.000
Avg. price 1M:   0.227
Avg. volume 1M:   0.000
Avg. price 6M:   0.159
Avg. volume 6M:   0.000
Avg. price 1Y:   0.121
Avg. volume 1Y:   0.000
Volatility 1M:   159.36%
Volatility 6M:   341.18%
Volatility 1Y:   324.33%
Volatility 3Y:   -