BANK VONTOBEL/CALL/BASF/52/0.2/20.12.24 Stock

Warrant

WBAGEV

CH1302002923

Market Closed - Swiss Exchange 11:20:00 2024-06-03 EDT
0.42 CHF -3.45% Intraday chart for BANK VONTOBEL/CALL/BASF/52/0.2/20.12.24
Current month-3.45%
1 month-32.26%

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

End-of-day quotes
Chart BASF SE
Chart BANK VONTOBEL/CALL/BASF/52/0.2/20.12.24
Date Price Change
24-06-03 0.42 -3.45%
24-05-31 0.435 +2.35%
24-05-30 0.425 +10.39%
24-05-29 0.385 -15.38%
24-05-28 0.455 -6.19%

Delayed Quote Swiss Exchange

Last update June 03, 2024 at 11:20 am

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Static data

Product typeWarrants
Buy / SellCALL
Underlying BASF SE
IssuerLogo Issuer Vontobel Vontobel
WBAGEV
ISINCH1302002923
Date issued 2023-12-01
Strike 52
Maturity 2024-12-20 (200 Days)
Parity 5 : 1
Emission price 0.21 CHF
Emission volume N/A
Settlement physique
Currency CHF

Technical Indicators

Highest since issue 1.04 CHF
Lowest since issue 0.194 CHF
Delta0.4x
Omega 8.938
Premium12.92x
Gearing22.53x
Moneyness 0.9218
Difference Strike 4.065
Difference Strike %+7.82%
Spread 0.01 CHF
Spread %2.38%
Theoretical value 0.4150
Implied Volatility 23.44 %
Total Loss Probability 66.83 %
Intrinsic value 0.000000
Present value 0.4150
Break even 54.13 CHF
Theta-0.01x
Vega0.03x
Rho0.02x

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
47.94 EUR
Average target price
55.68 EUR
Spread / Average Target
+16.17%
Consensus
  1. Stock Market
  2. Warrants
  3. WBAGEV Warrant