BNP Paribas Call 1150 REGN 20.09.2024
/ DE000PC6M0Q4
BNP Paribas Call 1150 REGN 20.09..../ DE000PC6M0Q4 /
| 2024-06-03 5:50:36 PM |
Chg.-0.002 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
-2.78% |
0.070
Bid Size: 11,000 |
-
Ask Size: - |
Regeneron Pharmaceut... |
1,150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC6M0Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
95.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-1.56 |
| Time value: |
0.10 |
| Break-even: |
1,069.15 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.02 |
| Spread %: |
26.67% |
| Delta: |
0.16 |
| Theta: |
-0.15 |
| Omega: |
14.79 |
| Rho: |
0.39 |
Quote data
| Open: |
0.075 |
| High: |
0.100 |
| Low: |
0.070 |
| Previous Close: |
0.072 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
-41.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.061 |
| 1M High / 1M Low: |
0.140 |
0.061 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
