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BNP Paribas Call 900 REGN 21.06.2.../  DE000PE4ASZ7  /

Frankfurt Zert./BNP
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:   -