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BNP Paribas Call 950 REGN 20.12.2.../  DE000PE89QZ1  /

EUWAX
07/11/2024  08:43:20 Chg.-0.040 Bid20:06:05 Ask20:06:05 Underlying Strike price Expiration date Option type
0.020EUR -66.67% 0.024
Bid Size: 67,800		 0.091
Ask Size: 67,800		 Regeneron Pharmaceut... 950.00 - 20/12/2024 Call
 

Master data

WKN: PE89QZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 950.00 -
Maturity: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 83.62
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.19
Parity: -1.89
Time value: 0.09
Break-even: 959.10
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 6.13
Spread abs.: 0.07
Spread %: 333.33%
Delta: 0.14
Theta: -0.37
Omega: 11.54
Rho: 0.11
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -93.33%
1 Month
  -97.83%
3 Months
  -98.76%
YTD
  -97.59%
1 Year
  -97.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.046
1M High / 1M Low: 0.950 0.046
6M High / 6M Low: 2.620 0.046
High (YTD): 20/08/2024 2.620
Low (YTD): 05/11/2024 0.046
52W High: 20/08/2024 2.620
52W Low: 05/11/2024 0.046
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.577
Avg. volume 1M:   0.000
Avg. price 6M:   1.407
Avg. volume 6M:   0.000
Avg. price 1Y:   1.183
Avg. volume 1Y:   0.000
Volatility 1M:   305.98%
Volatility 6M:   164.46%
Volatility 1Y:   134.09%
Volatility 3Y:   -