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

EUWAX
2024-06-06  9:38:31 AM Chg.+0.080 Bid7:35:14 PM Ask7:35:14 PM Underlying Strike price Expiration date Option type
0.550EUR +17.02% 0.520
Bid Size: 6,600		 0.540
Ask Size: 6,600		 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: 0.550
Low: 0.550
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+120.00%
1 Month  
+41.03%
3 Months
  -20.29%
YTD  
+25.00%
1 Year  
+52.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.250
1M High / 1M Low: 0.490 0.250
6M High / 6M Low: 0.860 0.170
High (YTD): 2024-02-28 0.860
Low (YTD): 2024-05-02 0.170
52W High: 2024-02-28 0.860
52W Low: 2024-05-02 0.170
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.406
Avg. volume 1M:   0.000
Avg. price 6M:   0.513
Avg. volume 6M:   0.000
Avg. price 1Y:   0.442
Avg. volume 1Y:   0.000
Volatility 1M:   238.68%
Volatility 6M:   200.67%
Volatility 1Y:   182.21%
Volatility 3Y:   -