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BNP Paribas Call 72 NEE 21.06.202.../  DE000PN2YHQ2  /

Frankfurt Zert./BNP
2024-06-14  9:50:30 PM Chg.-0.040 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
0.160EUR -20.00% 0.170
Bid Size: 13,850		 0.180
Ask Size: 13,850		 NextEra Energy Inc 72.00 USD 2024-06-21 Call
 

Master data

WKN: PN2YHQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 72.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-05
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.92
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.10
Implied volatility: 0.35
Historic volatility: 0.27
Parity: 0.10
Time value: 0.08
Break-even: 69.06
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 1.05
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.64
Theta: -0.10
Omega: 24.29
Rho: 0.01
 

Quote data

Open: 0.170
High: 0.200
Low: 0.130
Previous Close: 0.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month
  -69.81%
3 Months  
+416.13%
YTD  
+6.67%
1 Year
  -82.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.130
1M High / 1M Low: 0.720 0.130
6M High / 6M Low: 0.720 0.007
High (YTD): 2024-05-31 0.720
Low (YTD): 2024-03-11 0.007
52W High: 2023-06-19 1.040
52W Low: 2024-03-11 0.007
Avg. price 1W:   0.234
Avg. volume 1W:   0.000
Avg. price 1M:   0.440
Avg. volume 1M:   0.000
Avg. price 6M:   0.150
Avg. volume 6M:   0.000
Avg. price 1Y:   0.285
Avg. volume 1Y:   0.000
Volatility 1M:   384.32%
Volatility 6M:   501.01%
Volatility 1Y:   390.01%
Volatility 3Y:   -