JB/CALL/BASF/47/0.1/21.06.24 Stock

Warrant

BAOFJB

CH1249396891

Market Closed - Swiss Exchange 11:20:00 2024-06-07 am EDT
0.08 CHF -11.11% Intraday chart for JB/CALL/BASF/47/0.1/21.06.24
Current month-55.56%
1 month-78.38%

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
24-06-07 0.08 -11.11%
24-06-06 0.09 -18.18%
24-06-05 0.11 -8.33%
24-06-04 0.12 -25.00%
24-06-03 0.16 -11.11%

Delayed Quote Swiss Exchange

Last update June 07, 2024 at 11:20 am EDT

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Static data

Product typeWarrants
Buy / SellCALL
Underlying BASF SE
Issuer Bank Julius Bär
BAOFJB
ISINCH1249396891
Date issued 2023-03-21
Strike 47
Maturity 2024-06-21 (12 Days)
Parity 10 : 1
Emission price 0.41 CHF
Emission volume N/A
Settlement les deux
Currency CHF

Technical Indicators

Highest since issue 0.78 CHF
Lowest since issue 0.08 CHF
Delta0.48x
Omega 29.26
Premium2.08x
Gearing60.45x
Moneyness 0.9957
Difference Strike 0.2
Difference Strike %+0.43%
Spread 0.01 CHF
Spread %12.50%
Theoretical value 0.0750
Implied Volatility 22.89 %
Total Loss Probability 53.38 %
Intrinsic value 0.000000
Present value 0.0750
Break even 47.77 CHF
Theta-0.03x
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-
More Ratings

Consensus: BASF SE

Sell
Consensus
Buy
Mean consensus
OUTPERFORM
Number of Analysts
20
Last Close Price
46.8 EUR
Average target price
55.74 EUR
Spread / Average Target
+19.10%
Consensus
  1. Stock Market
  2. Warrants
  3. BAOFJB Warrant