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BNP Paribas Call 90 NEE 20.12.202.../  DE000PN2YH31  /

EUWAX
2024-11-18  8:54:36 AM Chg.+0.001 Bid10:05:31 AM Ask10:05:31 AM Underlying Strike price Expiration date Option type
0.005EUR +25.00% 0.005
Bid Size: 50,000		 0.091
Ask Size: 50,000		 NextEra Energy Inc 90.00 - 2024-12-20 Call
 

Master data

WKN: PN2YH3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-12-20
Issue date: 2023-05-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 79.63
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.24
Parity: -1.75
Time value: 0.09
Break-even: 90.91
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 12.29
Spread abs.: 0.09
Spread %: 9,000.00%
Delta: 0.14
Theta: -0.05
Omega: 11.42
Rho: 0.01
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -68.75%
1 Month
  -97.62%
3 Months
  -96.15%
YTD
  -93.83%
1 Year
  -91.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.003
1M High / 1M Low: 0.230 0.003
6M High / 6M Low: 0.340 0.003
High (YTD): 2024-06-03 0.340
Low (YTD): 2024-11-14 0.003
52W High: 2024-06-03 0.340
52W Low: 2024-11-14 0.003
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.078
Avg. volume 1M:   0.000
Avg. price 6M:   0.165
Avg. volume 6M:   0.000
Avg. price 1Y:   0.113
Avg. volume 1Y:   0.000
Volatility 1M:   964.26%
Volatility 6M:   456.71%
Volatility 1Y:   352.94%
Volatility 3Y:   -