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BNP Paribas Call 70 NEE 21.06.202.../  DE000PN2YHP4  /

EUWAX
6/3/2024  8:53:23 AM Chg.+0.170 Bid4:42:52 PM Ask4:42:52 PM Underlying Strike price Expiration date Option type
0.950EUR +21.79% 0.830
Bid Size: 23,500		 -
Ask Size: -		 NextEra Energy Inc 70.00 - 6/21/2024 Call
 

Master data

WKN: PN2YHP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 6/21/2024
Issue date: 5/5/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.45
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.37
Implied volatility: 0.89
Historic volatility: 0.26
Parity: 0.37
Time value: 0.41
Break-even: 77.80
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 1.97
Spread abs.: -0.17
Spread %: -17.89%
Delta: 0.64
Theta: -0.16
Omega: 6.09
Rho: 0.02
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.780
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+48.44%
1 Month  
+352.38%
3 Months  
+3700.00%
YTD  
+400.00%
1 Year
  -12.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.570
1M High / 1M Low: 0.780 0.210
6M High / 6M Low: 0.780 0.023
High (YTD): 5/31/2024 0.780
Low (YTD): 3/5/2024 0.023
52W High: 6/19/2023 1.150
52W Low: 3/5/2024 0.023
Avg. price 1W:   0.656
Avg. volume 1W:   0.000
Avg. price 1M:   0.525
Avg. volume 1M:   0.000
Avg. price 6M:   0.176
Avg. volume 6M:   0.000
Avg. price 1Y:   0.362
Avg. volume 1Y:   0.000
Volatility 1M:   251.93%
Volatility 6M:   306.71%
Volatility 1Y:   256.69%
Volatility 3Y:   -