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BNP Paribas Call 950 REGN 21.06.2.../  DE000PE4AS09  /

Frankfurt Zert./BNP
2024-06-06  11:21:21 AM Chg.-0.010 Bid11:47:41 AM Ask11:47:41 AM Underlying Strike price Expiration date Option type
0.560EUR -1.75% 0.560
Bid Size: 5,358		 0.580
Ask Size: 5,173		 Regeneron Pharmaceut... 950.00 - 2024-06-21 Call
 

Master data

WKN: PE4AS0
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 950.00 -
Maturity: 2024-06-21
Issue date: 2022-10-21
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 15.95
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.91
Historic volatility: 0.18
Parity: -0.25
Time value: 0.58
Break-even: 1,008.00
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 7.09
Spread abs.: 0.02
Spread %: 3.57%
Delta: 0.48
Theta: -2.32
Omega: 7.70
Rho: 0.16
 

Quote data

Open: 0.550
High: 0.560
Low: 0.550
Previous Close: 0.570
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+80.65%
1 Month  
+47.37%
3 Months
  -23.29%
YTD  
+30.23%
1 Year  
+55.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.310
1M High / 1M Low: 0.570 0.310
6M High / 6M Low: 0.870 0.170
High (YTD): 2024-02-27 0.870
Low (YTD): 2024-04-26 0.170
52W High: 2024-02-27 0.870
52W Low: 2024-04-26 0.170
Avg. price 1W:   0.432
Avg. volume 1W:   0.000
Avg. price 1M:   0.423
Avg. volume 1M:   0.000
Avg. price 6M:   0.514
Avg. volume 6M:   0.000
Avg. price 1Y:   0.442
Avg. volume 1Y:   0.000
Volatility 1M:   208.98%
Volatility 6M:   177.48%
Volatility 1Y:   163.35%
Volatility 3Y:   -