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

EUWAX
2024-06-06  8:42:46 AM Chg.-0.001 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.041EUR -2.38% -
Bid Size: -		 -
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: 76.31
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.25
Parity: -1.45
Time value: 0.04
Break-even: 45.40
Moneyness: 0.68
Premium: 0.49
Premium p.a.: 0.90
Spread abs.: 0.00
Spread %: -2.44%
Delta: 0.11
Theta: 0.00
Omega: 8.52
Rho: 0.02
 

Quote data

Open: 0.041
High: 0.041
Low: 0.041
Previous Close: 0.042
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.81%
1 Month
  -65.83%
3 Months
  -90.00%
YTD
  -85.86%
1 Year
  -92.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.052 0.037
1M High / 1M Low: 0.120 0.037
6M High / 6M Low: 0.460 0.037
High (YTD): 2024-03-11 0.460
Low (YTD): 2024-05-30 0.037
52W High: 2023-07-20 0.950
52W Low: 2024-05-30 0.037
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   0.264
Avg. volume 6M:   0.000
Avg. price 1Y:   0.362
Avg. volume 1Y:   0.000
Volatility 1M:   159.77%
Volatility 6M:   151.62%
Volatility 1Y:   133.57%
Volatility 3Y:   -