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BNP Paribas Call 1100 REGN 17.01..../  DE000PN2K7J7  /

Frankfurt Zert./BNP
2024-06-10  9:50:32 PM Chg.-0.020 Bid9:52:26 PM Ask9:52:26 PM Underlying Strike price Expiration date Option type
0.490EUR -3.92% 0.500
Bid Size: 6,000		 0.520
Ask Size: 5,770		 Regeneron Pharmaceut... 1,100.00 USD 2025-01-17 Call
 

Master data

WKN: PN2K7J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 1,100.00 USD
Maturity: 2025-01-17
Issue date: 2023-04-26
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 17.56
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -0.90
Time value: 0.53
Break-even: 1,073.52
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 3.92%
Delta: 0.41
Theta: -0.21
Omega: 7.26
Rho: 2.01
 

Quote data

Open: 0.500
High: 0.500
Low: 0.480
Previous Close: 0.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.26%
1 Month     0.00%
3 Months
  -26.87%
YTD  
+16.67%
1 Year  
+44.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.470
1M High / 1M Low: 0.540 0.400
6M High / 6M Low: 0.780 0.280
High (YTD): 2024-02-26 0.780
Low (YTD): 2024-04-26 0.280
52W High: 2024-02-26 0.780
52W Low: 2023-07-04 0.210
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.478
Avg. volume 1M:   0.000
Avg. price 6M:   0.527
Avg. volume 6M:   0.000
Avg. price 1Y:   0.449
Avg. volume 1Y:   0.000
Volatility 1M:   101.23%
Volatility 6M:   108.74%
Volatility 1Y:   124.05%
Volatility 3Y:   -