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

EUWAX
8/6/2024  8:47:16 AM Chg.+0.030 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.250EUR +13.64% -
Bid Size: -		 -
Ask Size: -		 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: 29.18
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.28
Parity: -2.00
Time value: 0.24
Break-even: 92.40
Moneyness: 0.78
Premium: 0.32
Premium p.a.: 1.10
Spread abs.: 0.02
Spread %: 9.09%
Delta: 0.24
Theta: -0.02
Omega: 6.95
Rho: 0.05
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+108.33%
1 Month  
+187.36%
3 Months  
+150.00%
YTD  
+208.64%
1 Year
  -10.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.120
1M High / 1M Low: 0.220 0.080
6M High / 6M Low: 0.340 0.014
High (YTD): 6/3/2024 0.340
Low (YTD): 2/29/2024 0.014
52W High: 6/3/2024 0.340
52W Low: 2/29/2024 0.014
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.118
Avg. volume 1M:   0.000
Avg. price 6M:   0.096
Avg. volume 6M:   0.000
Avg. price 1Y:   0.105
Avg. volume 1Y:   0.000
Volatility 1M:   394.33%
Volatility 6M:   283.70%
Volatility 1Y:   241.04%
Volatility 3Y:   -