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

Frankfurt Zert./BNP
2024-09-26  9:20:31 PM Chg.-0.003 Bid9:22:36 PM Ask- Underlying Strike price Expiration date Option type
0.034EUR -8.11% 0.033
Bid Size: 33,333		 -
Ask Size: -		 Baxter International... 45.00 - 2025-01-17 Call
 

Master data

WKN: PE892N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Baxter International Inc
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 90.65
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.25
Parity: -1.06
Time value: 0.04
Break-even: 45.38
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 1.44
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.12
Theta: -0.01
Omega: 10.94
Rho: 0.01
 

Quote data

Open: 0.039
High: 0.042
Low: 0.030
Previous Close: 0.037
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -30.61%
1 Month
  -27.66%
3 Months
  -15.00%
YTD
  -88.28%
1 Year
  -89.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.037
1M High / 1M Low: 0.088 0.037
6M High / 6M Low: 0.410 0.020
High (YTD): 2024-03-08 0.470
Low (YTD): 2024-07-03 0.020
52W High: 2024-03-08 0.470
52W Low: 2024-07-03 0.020
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.102
Avg. volume 6M:   0.000
Avg. price 1Y:   0.186
Avg. volume 1Y:   0.000
Volatility 1M:   230.85%
Volatility 6M:   244.02%
Volatility 1Y:   197.93%
Volatility 3Y:   -