BNP Paribas Call 90 NEE 20.12.2024
/ DE000PN2YH31
BNP Paribas Call 90 NEE 20.12.202.../ DE000PN2YH31 /
9/11/2024 9:50:23 PM |
Chg.+0.030 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
+11.11% |
0.300 Bid Size: 29,250 |
0.310 Ask Size: 29,250 |
NextEra Energy Inc |
90.00 - |
12/20/2024 |
Call |
Master data
WKN: |
PN2YH3 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
12/20/2024 |
Issue date: |
5/5/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.27 |
Parity: |
-1.53 |
Time value: |
0.30 |
Break-even: |
93.00 |
Moneyness: |
0.83 |
Premium: |
0.25 |
Premium p.a.: |
1.23 |
Spread abs.: |
0.03 |
Spread %: |
11.11% |
Delta: |
0.29 |
Theta: |
-0.03 |
Omega: |
7.12 |
Rho: |
0.05 |
Quote data
Open: |
0.260 |
High: |
0.300 |
Low: |
0.250 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+36.36% |
1 Month |
|
|
+66.67% |
3 Months |
|
|
+130.77% |
YTD |
|
|
+261.45% |
1 Year |
|
|
+42.86% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.200 |
1M High / 1M Low: |
0.270 |
0.140 |
6M High / 6M Low: |
0.320 |
0.001 |
High (YTD): |
5/31/2024 |
0.320 |
Low (YTD): |
3/11/2024 |
0.001 |
52W High: |
5/31/2024 |
0.320 |
52W Low: |
3/11/2024 |
0.001 |
Avg. price 1W: |
|
0.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.182 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.130 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.101 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
167.91% |
Volatility 6M: |
|
1,371.11% |
Volatility 1Y: |
|
1,005.42% |
Volatility 3Y: |
|
- |