OverviewChartNewsTraderScreen

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

EUWAX
2024-05-27  8:42:32 AM Chg.-0.009 Bid11:17:51 AM Ask11:17:51 AM Underlying Strike price Expiration date Option type
0.050EUR -15.25% 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: 0.050
Low: 0.050
Previous Close: 0.059
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.63%
1 Month
  -80.77%
3 Months
  -86.11%
YTD
  -82.76%
1 Year
  -90.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.063 0.059
1M High / 1M Low: 0.260 0.059
6M High / 6M Low: 0.460 0.059
High (YTD): 2024-03-11 0.460
Low (YTD): 2024-05-24 0.059
52W High: 2023-07-20 0.950
52W Low: 2024-05-24 0.059
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.276
Avg. volume 6M:   0.000
Avg. price 1Y:   0.377
Avg. volume 1Y:   0.000
Volatility 1M:   184.78%
Volatility 6M:   142.89%
Volatility 1Y:   128.63%
Volatility 3Y:   -