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BNP Paribas Call 95 NEE 20.12.202.../  DE000PN2YH49  /

Frankfurt Zert./BNP
2024-09-12  10:50:35 AM Chg.0.000 Bid10:52:48 AM Ask10:52:48 AM Underlying Strike price Expiration date Option type
0.180EUR 0.00% 0.180
Bid Size: 44,850		 0.190
Ask Size: 44,850		 NextEra Energy Inc 95.00 USD 2024-12-20 Call
 

Master data

WKN: PN2YH4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 39.88
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -1.05
Time value: 0.19
Break-even: 88.18
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.75
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.27
Theta: -0.02
Omega: 10.57
Rho: 0.05
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+63.64%
1 Month  
+102.25%
3 Months  
+210.34%
YTD  
+227.27%
1 Year  
+20.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.110
1M High / 1M Low: 0.180 0.070
6M High / 6M Low: 0.200 0.001
High (YTD): 2024-05-31 0.200
Low (YTD): 2024-03-18 0.001
52W High: 2024-05-31 0.200
52W Low: 2024-03-18 0.001
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.071
Avg. volume 6M:   0.000
Avg. price 1Y:   0.058
Avg. volume 1Y:   0.000
Volatility 1M:   218.97%
Volatility 6M:   710.07%
Volatility 1Y:   1,121.02%
Volatility 3Y:   -