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BNP Paribas Call 780 REGN 21.06.2.../  DE000PE18C21  /

Frankfurt Zert./BNP
2024-05-10  9:50:23 PM Chg.+0.060 Bid9:59:12 PM Ask- Underlying Strike price Expiration date Option type
1.850EUR +3.35% -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 780.00 - 2024-06-21 Call
 

Master data

WKN: PE18C2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 780.00 -
Maturity: 2024-06-21
Issue date: 2022-09-13
Last trading day: 2024-05-13
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.14
Leverage: Yes

Calculated values

Fair value: 1.46
Intrinsic value: 1.45
Implied volatility: 1.29
Historic volatility: 0.18
Parity: 1.45
Time value: 0.35
Break-even: 960.00
Moneyness: 1.19
Premium: 0.04
Premium p.a.: 1.47
Spread abs.: -0.04
Spread %: -2.17%
Delta: 0.79
Theta: -2.41
Omega: 4.03
Rho: 0.22
 

Quote data

Open: 1.810
High: 1.890
Low: 1.780
Previous Close: 1.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+8.82%
3 Months
  -5.13%
YTD  
+40.15%
1 Year  
+103.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.850 1.690
6M High / 6M Low: 2.150 1.070
High (YTD): 2024-02-27 2.150
Low (YTD): 2024-04-26 1.100
52W High: 2024-02-27 2.150
52W Low: 2023-07-07 0.580
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.768
Avg. volume 1M:   0.000
Avg. price 6M:   1.628
Avg. volume 6M:   0.000
Avg. price 1Y:   1.288
Avg. volume 1Y:   0.000
Volatility 1M:   96.32%
Volatility 6M:   87.48%
Volatility 1Y:   97.25%
Volatility 3Y:   -