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BNP Paribas Call 980 REGN 21.06.2.../  DE000PE89QT4  /

EUWAX
2024-06-18  8:44:41 AM Chg.+0.050 Bid12:31:06 PM Ask12:31:06 PM Underlying Strike price Expiration date Option type
0.620EUR +8.77% 0.630
Bid Size: 12,300		 -
Ask Size: -		 Regeneron Pharmaceut... 980.00 - 2024-06-21 Call
 

Master data

WKN: PE89QT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 980.00 -
Maturity: 2024-06-21
Issue date: 2023-02-16
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 17.08
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 1.70
Historic volatility: 0.18
Parity: -0.07
Time value: 0.57
Break-even: 1,037.00
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.00
Spread abs.: -0.04
Spread %: -6.56%
Delta: 0.51
Theta: -10.04
Omega: 8.78
Rho: 0.04
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+138.46%
1 Month  
+195.24%
3 Months  
+29.17%
YTD  
+77.14%
1 Year  
+67.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.260
1M High / 1M Low: 0.570 0.110
6M High / 6M Low: 0.690 0.100
High (YTD): 2024-02-28 0.690
Low (YTD): 2024-04-29 0.100
52W High: 2024-02-28 0.690
52W Low: 2024-04-29 0.100
Avg. price 1W:   0.412
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   0.386
Avg. volume 6M:   0.000
Avg. price 1Y:   0.345
Avg. volume 1Y:   0.000
Volatility 1M:   344.49%
Volatility 6M:   228.52%
Volatility 1Y:   203.78%
Volatility 3Y:   -