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

Frankfurt Zert./BNP
8/5/2024  5:21:10 PM Chg.-0.012 Bid5:29:28 PM Ask- Underlying Strike price Expiration date Option type
0.047EUR -20.34% 0.048
Bid Size: 50,000		 -
Ask Size: -		 Baxter International... 45.00 - 1/17/2025 Call
 

Master data

WKN: PE892N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Baxter International Inc
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 54.79
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.24
Parity: -1.27
Time value: 0.06
Break-even: 45.59
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 1.14
Spread abs.: 0.00
Spread %: 3.51%
Delta: 0.15
Theta: -0.01
Omega: 8.12
Rho: 0.02
 

Quote data

Open: 0.025
High: 0.048
Low: 0.025
Previous Close: 0.059
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -28.79%
1 Month  
+2.17%
3 Months
  -60.83%
YTD
  -83.79%
1 Year
  -92.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.066 0.059
1M High / 1M Low: 0.066 0.036
6M High / 6M Low: 0.470 0.020
High (YTD): 3/8/2024 0.470
Low (YTD): 7/3/2024 0.020
52W High: 8/7/2023 0.620
52W Low: 7/3/2024 0.020
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.184
Avg. volume 6M:   0.000
Avg. price 1Y:   0.244
Avg. volume 1Y:   0.000
Volatility 1M:   211.49%
Volatility 6M:   210.93%
Volatility 1Y:   172.53%
Volatility 3Y:   -