OverviewChartNewsTraderScreen

BNP Paribas Call 880 REGN 21.06.2.../  DE000PE89QR8  /

Frankfurt Zert./BNP
2024-06-06  12:21:21 PM Chg.-0.010 Bid2024-06-06 Ask- Underlying Strike price Expiration date Option type
1.170EUR -0.85% 1.170
Bid Size: 13,100		 -
Ask Size: -		 Regeneron Pharmaceut... 880.00 - 2024-06-21 Call
 

Master data

WKN: PE89QR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 880.00 -
Maturity: 2024-06-21
Issue date: 2023-02-16
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.84
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.45
Implied volatility: 1.28
Historic volatility: 0.18
Parity: 0.45
Time value: 0.73
Break-even: 998.00
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 5.34
Spread abs.: 0.01
Spread %: 0.85%
Delta: 0.63
Theta: -3.07
Omega: 4.93
Rho: 0.19
 

Quote data

Open: 1.170
High: 1.170
Low: 1.160
Previous Close: 1.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+39.29%
1 Month  
+37.65%
3 Months     0.00%
YTD  
+60.27%
1 Year  
+120.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.180 0.840
1M High / 1M Low: 1.180 0.830
6M High / 6M Low: 1.340 0.430
High (YTD): 2024-02-27 1.340
Low (YTD): 2024-04-26 0.430
52W High: 2024-02-27 1.340
52W Low: 2023-07-07 0.310
Avg. price 1W:   1.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.968
Avg. volume 1M:   0.000
Avg. price 6M:   0.921
Avg. volume 6M:   0.000
Avg. price 1Y:   0.746
Avg. volume 1Y:   0.000
Volatility 1M:   122.66%
Volatility 6M:   131.58%
Volatility 1Y:   130.95%
Volatility 3Y:   -