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

EUWAX
11/07/2024  08:55:04 Chg.+0.005 Bid10:05:13 Ask10:05:13 Underlying Strike price Expiration date Option type
0.090EUR +5.88% 0.090
Bid Size: 50,000		 0.100
Ask Size: 50,000		 NextEra Energy Inc 90.00 - 20/12/2024 Call
 

Master data

WKN: PN2YH3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 20/12/2024
Issue date: 05/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 61.18
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.27
Parity: -2.27
Time value: 0.11
Break-even: 91.10
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 0.98
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.15
Theta: -0.01
Omega: 9.07
Rho: 0.04
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.085
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.42%
1 Month
  -60.87%
3 Months  
+69.81%
YTD  
+11.11%
1 Year
  -72.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.076
1M High / 1M Low: 0.230 0.066
6M High / 6M Low: 0.340 0.014
High (YTD): 03/06/2024 0.340
Low (YTD): 29/02/2024 0.014
52W High: 24/07/2023 0.440
52W Low: 29/02/2024 0.014
Avg. price 1W:   0.085
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.084
Avg. volume 6M:   0.000
Avg. price 1Y:   0.123
Avg. volume 1Y:   0.000
Volatility 1M:   350.78%
Volatility 6M:   250.61%
Volatility 1Y:   217.06%
Volatility 3Y:   -