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

EUWAX
6/3/2024  8:53:23 AM Chg.+0.140 Bid5:30:34 PM Ask5:30:34 PM Underlying Strike price Expiration date Option type
0.530EUR +35.90% 0.430
Bid Size: 28,100		 0.460
Ask Size: 28,100		 NextEra Energy Inc 75.00 USD 6/21/2024 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: 6/21/2024
Issue date: 5/5/2023
Last trading day: 6/20/2024
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): 5/31/2024 0.390
Low (YTD): 2/29/2024 0.006
52W High: 6/19/2023 0.860
52W Low: 2/29/2024 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:   -