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

Frankfurt Zert./BNP
2024-08-06  9:50:36 PM Chg.0.000 Bid2024-08-06 Ask2024-08-06 Underlying Strike price Expiration date Option type
0.120EUR 0.00% 0.120
Bid Size: 50,000		 0.140
Ask Size: 50,000		 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: 46.68
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.28
Parity: -1.67
Time value: 0.15
Break-even: 88.25
Moneyness: 0.81
Premium: 0.26
Premium p.a.: 0.86
Spread abs.: 0.02
Spread %: 15.38%
Delta: 0.20
Theta: -0.02
Omega: 9.33
Rho: 0.05
 

Quote data

Open: 0.140
High: 0.140
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+114.29%
1 Month  
+166.67%
3 Months  
+100.00%
YTD  
+118.18%
1 Year
  -40.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.056
1M High / 1M Low: 0.150 0.039
6M High / 6M Low: 0.200 0.001
High (YTD): 2024-05-31 0.200
Low (YTD): 2024-03-18 0.001
52W High: 2023-08-09 0.210
52W Low: 2024-03-18 0.001
Avg. price 1W:   0.107
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   0.051
Avg. volume 6M:   0.000
Avg. price 1Y:   0.065
Avg. volume 1Y:   0.000
Volatility 1M:   499.06%
Volatility 6M:   1,566.24%
Volatility 1Y:   1,121.79%
Volatility 3Y:   -