BNP Paribas Call 75 NEE 21.06.2024
/ DE000PN2YHR0
BNP Paribas Call 75 NEE 21.06.202.../ DE000PN2YHR0 /
2024-06-03 8:53:23 AM |
Chg.+0.140 |
Bid6:42:40 PM |
Ask6:42:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
+35.90% |
0.410 Bid Size: 28,900 |
0.430 Ask Size: 28,900 |
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: |
13.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.46 |
Implied volatility: |
0.34 |
Historic volatility: |
0.26 |
Parity: |
0.46 |
Time value: |
0.07 |
Break-even: |
74.41 |
Moneyness: |
1.07 |
Premium: |
0.01 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
1.92% |
Delta: |
0.82 |
Theta: |
-0.05 |
Omega: |
11.45 |
Rho: |
0.03 |
Quote data
Open: |
0.530 |
High: |
0.530 |
Low: |
0.530 |
Previous Close: |
0.390 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+96.30% |
1 Month |
|
|
+679.41% |
3 Months |
|
|
+7471.43% |
YTD |
|
|
+430.00% |
1 Year |
|
|
-35.37% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.230 |
1M High / 1M Low: |
0.390 |
0.068 |
6M High / 6M Low: |
0.390 |
0.006 |
High (YTD): |
2024-05-31 |
0.390 |
Low (YTD): |
2024-02-29 |
0.006 |
52W High: |
2023-06-19 |
0.860 |
52W Low: |
2024-02-29 |
0.006 |
Avg. price 1W: |
|
0.290 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.222 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.076 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.227 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
403.82% |
Volatility 6M: |
|
380.81% |
Volatility 1Y: |
|
306.98% |
Volatility 3Y: |
|
- |