JB/CALL/BASF/47/0.1/21.06.24 Share Price

Warrant

BAOFJB

CH1249396891

Real-time Bid/Ask 12:44:38 29/05/2024 pm IST
0.17 CHF / 0.18 CHF -12.50% Intraday chart for JB/CALL/BASF/47/0.1/21.06.24
Current month-37.50%
1 month-37.50%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes
Chart BASF SE
Chart JB/CALL/BASF/47/0.1/21.06.24
Date Price Change
28/24/28 0.2 -13.04%
27/24/27 0.23 +4.55%
24/24/24 0.22 -4.35%
22/24/22 0.23 -14.81%

Delayed Quote Swiss Exchange

Last update May 28, 2024 at 08:50 pm IST

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Static data

Product typeWarrants
Buy / SellCALL
Underlying BASF SE
Issuer Bank Julius Bär
BAOFJB
ISINCH1249396891
Date issued 21/03/2023
Strike 47
Maturity 21/06/2024 (24 Days)
Parity 10 : 1
Emission price 0.41 CHF
Emission volume N/A
Settlement Ambos
Currency CHF

Technical Indicators

Highest since issue 0.78 CHF
Lowest since issue 0.09 CHF
Delta0.72x
Omega 19.54
Premium1.15x
Gearing27.27x
Moneyness 1.026
Difference Strike -0.783
Difference Strike %-1.67%
Spread 0.01 CHF
Spread %5.56%
Theoretical value 0.1850
Implied Volatility 22.62 %
Total Loss Probability 32.14 %
Intrinsic value 0.1203
Present value 0.0647
Break even 48.87 CHF
Theta-0.02x
Vega0x
Rho0x

Company Profile

BASF SE is No. 1 worldwide in the chemical industry. Net sales break down by family of products as follows: - functional products (44.1%): catalysts (38.9% of net sales), performance materials (23.9%), monomers (22.7%), and coatings (14.5%); - high-performance materials (21.6%): care chemicals (33.1% of net sales), dispersions and pigments (31.8%), performance chemicals (20.8%) and nutrition products (14.3%); - chemicals (15%): petrochemicals (71.5% of net sales), and intermediate products (28.5%); - agrochemicals (14.6%); - other (4.7%). Net sales are distributed geographically as follows: Germany (9.9%), Europe (27.9%), North America (27.3%), Asia/Pacific (25.4%) and South America/Africa/Middle East (9.5%).
Sector
-
More about the company

Ratings for BASF SE

Trading Rating
Investor Rating
ESG Refinitiv
A-
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Consensus: BASF SE

Sell
Consensus
Buy
Mean consensus
OUTPERFORM
Number of Analysts
20
Last Close Price
48.22 EUR
Average target price
55.68 EUR
Spread / Average Target
+15.49%
Consensus
  1. Stock Market
  2. Warrants
  3. BAOFJB Warrant