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

Frankfurt Zert./BNP
10/11/2024  9:50:38 PM Chg.-0.002 Bid9:58:58 PM Ask9:58:58 PM Underlying Strike price Expiration date Option type
0.083EUR -2.35% -
Bid Size: -		 -
Ask Size: -		 NextEra Energy Inc 95.00 USD 12/20/2024 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: 12/20/2024
Issue date: 5/5/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 77.98
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: -1.20
Time value: 0.10
Break-even: 87.84
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 1.33
Spread abs.: 0.01
Spread %: 11.63%
Delta: 0.18
Theta: -0.02
Omega: 13.81
Rho: 0.02
 

Quote data

Open: 0.078
High: 0.089
Low: 0.071
Previous Close: 0.085
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -17.00%
1 Month
  -53.89%
3 Months
  -5.68%
YTD  
+50.91%
1 Year  
+56.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.083
1M High / 1M Low: 0.190 0.083
6M High / 6M Low: 0.200 0.017
High (YTD): 5/31/2024 0.200
Low (YTD): 3/18/2024 0.001
52W High: 5/31/2024 0.200
52W Low: 3/18/2024 0.001
Avg. price 1W:   0.091
Avg. volume 1W:   0.000
Avg. price 1M:   0.140
Avg. volume 1M:   0.000
Avg. price 6M:   0.093
Avg. volume 6M:   0.000
Avg. price 1Y:   0.063
Avg. volume 1Y:   0.000
Volatility 1M:   265.49%
Volatility 6M:   358.56%
Volatility 1Y:   1,123.60%
Volatility 3Y:   -