BNP Paribas Call 800 REGN 21.06.2024
/ DE000PE18C39
BNP Paribas Call 800 REGN 21.06.2.../ DE000PE18C39 /
| 2024-05-10 9:01:17 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.62EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
800.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE18C3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-13 |
| Last trading day: |
2024-05-13 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
1.30 |
| Historic volatility: |
0.18 |
| Parity: |
1.25 |
| Time value: |
0.42 |
| Break-even: |
967.00 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
1.94 |
| Spread abs.: |
0.02 |
| Spread %: |
1.21% |
| Delta: |
0.75 |
| Theta: |
-2.61 |
| Omega: |
4.18 |
| Rho: |
0.22 |
Quote data
| Open: |
1.62 |
| High: |
1.62 |
| Low: |
1.62 |
| Previous Close: |
1.49 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.19% |
| 3 Months |
|
|
-6.36% |
| YTD |
|
|
+35.00% |
| 1 Year |
|
|
+97.56% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.62 |
1.49 |
| 6M High / 6M Low: |
1.97 |
0.94 |
| High (YTD): |
2024-02-28 |
1.97 |
| Low (YTD): |
2024-04-29 |
0.96 |
| 52W High: |
2024-02-28 |
1.97 |
| 52W Low: |
2023-07-07 |
0.52 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.17 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
112.82% |
| Volatility 6M: |
|
96.68% |
| Volatility 1Y: |
|
111.59% |
| Volatility 3Y: |
|
- |
