BNP Paribas Call 900 REGN 21.06.2024
/ DE000PE4ASZ7
BNP Paribas Call 900 REGN 21.06.2.../ DE000PE4ASZ7 /
2024-06-14 9:50:42 PM |
Chg.+0.070 |
Bid9:56:41 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.270EUR |
+5.83% |
1.280 Bid Size: 12,300 |
- Ask Size: - |
Regeneron Pharmaceut... |
900.00 - |
2024-06-21 |
Call |
Master data
WKN: |
PE4ASZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Regeneron Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
900.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-10-21 |
Last trading day: |
2024-06-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.69 |
Intrinsic value: |
0.68 |
Implied volatility: |
1.86 |
Historic volatility: |
0.18 |
Parity: |
0.68 |
Time value: |
0.59 |
Break-even: |
1,027.00 |
Moneyness: |
1.08 |
Premium: |
0.06 |
Premium p.a.: |
34.94 |
Spread abs.: |
-0.01 |
Spread %: |
-0.78% |
Delta: |
0.67 |
Theta: |
-7.03 |
Omega: |
5.08 |
Rho: |
0.09 |
Quote data
Open: |
1.170 |
High: |
1.310 |
Low: |
1.110 |
Previous Close: |
1.200 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+30.93% |
1 Month |
|
|
+58.75% |
3 Months |
|
|
+36.56% |
YTD |
|
|
+101.59% |
1 Year |
|
|
+122.81% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.270 |
0.940 |
1M High / 1M Low: |
1.270 |
0.680 |
6M High / 6M Low: |
1.270 |
0.340 |
High (YTD): |
2024-06-14 |
1.270 |
Low (YTD): |
2024-04-26 |
0.340 |
52W High: |
2024-06-14 |
1.270 |
52W Low: |
2023-07-07 |
0.270 |
Avg. price 1W: |
|
1.122 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.892 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.821 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.665 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
130.49% |
Volatility 6M: |
|
142.72% |
Volatility 1Y: |
|
141.10% |
Volatility 3Y: |
|
- |