BNP Paribas Call 0.9 USDCHF 18.12.../  DE000PF1FHA7  /

EUWAX
10/26/2020  9:04:56 PM Chg.+0.19 Bid9:07:08 PM Ask9:07:08 PM Underlying Strike price Expiration date Option type
1.42EUR +15.45% 1.42
Bid Size: 10,000
1.45
Ask Size: 10,000
CROSSRATE USD/CHF 0.90 CHF 12/18/2020 Call

Master data

WKN: PF1FHA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.90 CHF
Maturity: 12/18/2020
Issue date: 9/18/2020
Last trading day: 12/17/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 68.54
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.39
Implied volatility: 0.27
Historic volatility: 0.07
Parity: 0.39
Time value: 0.84
Break-even: 0.85
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 2.44%
Delta: 0.25
Theta: 0.00
Omega: 17.23
Rho: 0.00
 

Quote data

Open: 1.27
High: 1.42
Low: 1.24
Previous Close: 1.23
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.79%
1 Month
  -52.98%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.54 1.23
1M High / 1M Low: 2.74 1.23
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.36
Avg. volume 1W:   0.00
Avg. price 1M:   1.90
Avg. volume 1M:   37.50
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -