BNP Paribas Call 45 BAX 17.01.2025
/ DE000PE892N1
BNP Paribas Call 45 BAX 17.01.202.../ DE000PE892N1 /
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: |
|
- |