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

EUWAX
10/23/2020  9:06:16 PM Chg.-0.16 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
1.23EUR -11.51% 1.20
Bid Size: 10,000
1.23
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: 59.17
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.67
Implied volatility: 0.28
Historic volatility: 0.06
Parity: 0.67
Time value: 0.76
Break-even: 0.85
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 2.10%
Delta: 0.27
Theta: 0.00
Omega: 15.76
Rho: 0.00
 

Quote data

Open: 1.42
High: 1.42
Low: 1.20
Previous Close: 1.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.87%
1 Month
  -54.95%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.86 1.26
1M High / 1M Low: 3.02 1.26
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.48
Avg. volume 1W:   0.00
Avg. price 1M:   2.07
Avg. volume 1M:   34.09
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -