OverviewChartNewsTraderScreen

BNP Paribas Call 75 NEE 21.06.202.../  DE000PN2YHR0  /

EUWAX
2024-06-14  8:55:19 AM Chg.+0.008 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.039EUR +25.81% -
Bid Size: -		 -
Ask Size: -		 NextEra Energy Inc 75.00 USD 2024-06-21 Call
 

Master data

WKN: PN2YHR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 75.00 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: 75.00
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.27
Parity: -0.18
Time value: 0.09
Break-even: 70.97
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 9.80
Spread abs.: 0.06
Spread %: 160.00%
Delta: 0.34
Theta: -0.13
Omega: 25.86
Rho: 0.00
 

Quote data

Open: 0.039
High: 0.039
Low: 0.039
Previous Close: 0.031
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -85.56%
1 Month
  -84.40%
3 Months  
+95.00%
YTD
  -61.00%
1 Year
  -94.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.031
1M High / 1M Low: 0.530 0.031
6M High / 6M Low: 0.530 0.006
High (YTD): 2024-06-03 0.530
Low (YTD): 2024-02-29 0.006
52W High: 2023-06-19 0.860
52W Low: 2024-02-29 0.006
Avg. price 1W:   0.117
Avg. volume 1W:   0.000
Avg. price 1M:   0.257
Avg. volume 1M:   0.000
Avg. price 6M:   0.087
Avg. volume 6M:   0.000
Avg. price 1Y:   0.210
Avg. volume 1Y:   0.000
Volatility 1M:   526.61%
Volatility 6M:   408.35%
Volatility 1Y:   327.59%
Volatility 3Y:   -