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BNP Paribas Call 850 REGN 21.06.2.../  DE000PE18C54  /

EUWAX
2024-06-06  8:59:39 AM Chg.+0.09 Bid6:50:01 PM Ask6:50:01 PM Underlying Strike price Expiration date Option type
1.44EUR +6.67% 1.41
Bid Size: 26,200		 -
Ask Size: -		 Regeneron Pharmaceut... 850.00 - 2024-06-21 Call
 

Master data

WKN: PE18C5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 850.00 -
Maturity: 2024-06-21
Issue date: 2022-09-13
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.85
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.75
Implied volatility: 1.28
Historic volatility: 0.18
Parity: 0.75
Time value: 0.60
Break-even: 985.00
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 3.61
Spread abs.: -0.10
Spread %: -6.90%
Delta: 0.68
Theta: -2.93
Omega: 4.64
Rho: 0.20
 

Quote data

Open: 1.44
High: 1.44
Low: 1.44
Previous Close: 1.35
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+41.18%
1 Month  
+29.73%
3 Months  
+7.46%
YTD  
+60.00%
1 Year  
+128.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.35 1.02
1M High / 1M Low: 1.35 1.02
6M High / 6M Low: 1.57 0.61
High (YTD): 2024-02-28 1.57
Low (YTD): 2024-04-29 0.61
52W High: 2024-02-28 1.57
52W Low: 2023-07-07 0.38
Avg. price 1W:   1.21
Avg. volume 1W:   0.00
Avg. price 1M:   1.21
Avg. volume 1M:   0.00
Avg. price 6M:   1.13
Avg. volume 6M:   0.00
Avg. price 1Y:   0.91
Avg. volume 1Y:   0.00
Volatility 1M:   116.78%
Volatility 6M:   118.10%
Volatility 1Y:   127.19%
Volatility 3Y:   -