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

EUWAX
7/10/2024  8:43:57 AM Chg.+0.002 Bid8:18:59 PM Ask8:18:48 PM Underlying Strike price Expiration date Option type
0.038EUR +5.56% 0.040
Bid Size: 100,000		 -
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: 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: 0.038
Low: 0.038
Previous Close: 0.036
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.75%
1 Month  
+2.70%
3 Months
  -90.00%
YTD
  -86.90%
1 Year
  -94.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.045 0.021
1M High / 1M Low: 0.049 0.021
6M High / 6M Low: 0.460 0.021
High (YTD): 3/11/2024 0.460
Low (YTD): 7/4/2024 0.021
52W High: 7/20/2023 0.950
52W Low: 7/4/2024 0.021
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   0.219
Avg. volume 6M:   0.000
Avg. price 1Y:   0.303
Avg. volume 1Y:   0.000
Volatility 1M:   321.23%
Volatility 6M:   189.40%
Volatility 1Y:   158.44%
Volatility 3Y:   -