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BNP Paribas Call 820 REGN 21.06.2.../  DE000PE18C47  /

Frankfurt Zert./BNP
2024-05-10  9:50:31 PM Chg.+0.060 Bid9:59:29 PM Ask- Underlying Strike price Expiration date Option type
1.490EUR +4.20% -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 820.00 - 2024-06-21 Call
 

Master data

WKN: PE18C4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 820.00 -
Maturity: 2024-06-21
Issue date: 2022-09-13
Last trading day: 2024-05-13
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.29
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 1.05
Implied volatility: 1.19
Historic volatility: 0.18
Parity: 1.05
Time value: 0.42
Break-even: 967.00
Moneyness: 1.13
Premium: 0.05
Premium p.a.: 1.94
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.73
Theta: -2.48
Omega: 4.62
Rho: 0.22
 

Quote data

Open: 1.440
High: 1.520
Low: 1.420
Previous Close: 1.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+11.19%
3 Months
  -8.02%
YTD  
+40.57%
1 Year  
+101.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.490 1.330
6M High / 6M Low: 1.810 0.800
High (YTD): 2024-02-27 1.810
Low (YTD): 2024-04-26 0.800
52W High: 2024-02-27 1.810
52W Low: 2023-07-07 0.450
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.408
Avg. volume 1M:   0.000
Avg. price 6M:   1.322
Avg. volume 6M:   0.000
Avg. price 1Y:   1.044
Avg. volume 1Y:   0.000
Volatility 1M:   121.14%
Volatility 6M:   103.57%
Volatility 1Y:   110.26%
Volatility 3Y:   -