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BNP Paribas Call 45 BAX 17.01.202.../  DE000PE892N1  /

Frankfurt Zert./BNP
10/09/2024  13:20:59 Chg.-0.004 Bid10/09/2024 Ask- Underlying Strike price Expiration date Option type
0.080EUR -4.76% 0.080
Bid Size: 49,800		 -
Ask Size: -		 Baxter International... 45.00 - 17/01/2025 Call
 

Master data

WKN: PE892N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Baxter International Inc
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.32
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.25
Parity: -0.95
Time value: 0.08
Break-even: 45.84
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 1.05
Spread abs.: 0.00
Spread %: 3.70%
Delta: 0.20
Theta: -0.01
Omega: 8.51
Rho: 0.02
 

Quote data

Open: 0.079
High: 0.081
Low: 0.079
Previous Close: 0.084
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month  
+48.15%
3 Months  
+142.42%
YTD
  -72.41%
1 Year
  -78.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.046
1M High / 1M Low: 0.084 0.025
6M High / 6M Low: 0.420 0.020
High (YTD): 08/03/2024 0.470
Low (YTD): 03/07/2024 0.020
52W High: 08/03/2024 0.470
52W Low: 03/07/2024 0.020
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.126
Avg. volume 6M:   0.000
Avg. price 1Y:   0.199
Avg. volume 1Y:   0.000
Volatility 1M:   300.20%
Volatility 6M:   238.56%
Volatility 1Y:   194.06%
Volatility 3Y:   -