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

EUWAX
10/11/2024  8:42:44 AM Chg.-0.014 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.022EUR -38.89% -
Bid Size: -		 -
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: 159.12
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -1.16
Time value: 0.02
Break-even: 45.21
Moneyness: 0.74
Premium: 0.35
Premium p.a.: 2.12
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.08
Theta: -0.01
Omega: 12.47
Rho: 0.01
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.036
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.67%
1 Month
  -71.43%
3 Months
  -56.86%
YTD
  -92.41%
1 Year
  -87.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.036 0.016
1M High / 1M Low: 0.090 0.015
6M High / 6M Low: 0.360 0.015
High (YTD): 3/11/2024 0.460
Low (YTD): 10/4/2024 0.015
52W High: 3/11/2024 0.460
52W Low: 10/4/2024 0.015
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   0.074
Avg. volume 6M:   0.000
Avg. price 1Y:   0.175
Avg. volume 1Y:   0.000
Volatility 1M:   393.10%
Volatility 6M:   356.02%
Volatility 1Y:   265.60%
Volatility 3Y:   -