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

Frankfurt Zert./BNP
10/07/2024  21:50:25 Chg.+0.001 Bid21:59:41 Ask- Underlying Strike price Expiration date Option type
0.039EUR +2.63% 0.041
Bid Size: 50,000		 -
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: 87.36
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.25
Parity: -1.36
Time value: 0.04
Break-even: 45.36
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 1.01
Spread abs.: 0.00
Spread %: -5.26%
Delta: 0.11
Theta: 0.00
Omega: 9.30
Rho: 0.02
 

Quote data

Open: 0.038
High: 0.041
Low: 0.035
Previous Close: 0.038
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+95.00%
1 Month  
+18.18%
3 Months
  -88.86%
YTD
  -86.55%
1 Year
  -94.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.020
1M High / 1M Low: 0.050 0.020
6M High / 6M Low: 0.470 0.020
High (YTD): 08/03/2024 0.470
Low (YTD): 03/07/2024 0.020
52W High: 20/07/2023 0.960
52W Low: 03/07/2024 0.020
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   0.216
Avg. volume 6M:   0.000
Avg. price 1Y:   0.300
Avg. volume 1Y:   0.000
Volatility 1M:   356.00%
Volatility 6M:   200.24%
Volatility 1Y:   166.86%
Volatility 3Y:   -