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

Frankfurt Zert./BNP
2024-05-27  11:20:50 AM Chg.+0.003 Bid2024-05-27 Ask- Underlying Strike price Expiration date Option type
0.052EUR +6.12% 0.052
Bid Size: 32,400		 -
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: 63.78
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.25
Parity: -1.37
Time value: 0.05
Break-even: 45.49
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 0.79
Spread abs.: 0.00
Spread %: -3.92%
Delta: 0.13
Theta: 0.00
Omega: 8.29
Rho: 0.02
 

Quote data

Open: 0.050
High: 0.052
Low: 0.050
Previous Close: 0.049
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.75%
1 Month
  -79.20%
3 Months
  -85.14%
YTD
  -82.07%
1 Year
  -90.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.063 0.049
1M High / 1M Low: 0.270 0.049
6M High / 6M Low: 0.470 0.049
High (YTD): 2024-03-08 0.470
Low (YTD): 2024-05-24 0.049
52W High: 2023-07-20 0.960
52W Low: 2024-05-24 0.049
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.273
Avg. volume 6M:   0.000
Avg. price 1Y:   0.375
Avg. volume 1Y:   0.000
Volatility 1M:   199.89%
Volatility 6M:   144.92%
Volatility 1Y:   133.08%
Volatility 3Y:   -