BNP Paribas Call 0.9 USDCHF 19.03.../  DE000PN1RZ39  /

EUWAX
10/29/2020  8:02:53 PM Chg.+0.30 Bid8:57:58 PM Ask8:57:58 PM Underlying Strike price Expiration date Option type
2.34EUR +14.71% 2.31
Bid Size: 10,000
2.34
Ask Size: 10,000
CROSSRATE USD/CHF 0.90 CHF 3/19/2021 Call

Master data

WKN: PN1RZ3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.90 CHF
Maturity: 3/19/2021
Issue date: 7/28/2020
Last trading day: 3/18/2021
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 41.13
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.98
Implied volatility: 0.35
Historic volatility: 0.07
Parity: 0.98
Time value: 1.09
Break-even: 0.86
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 1.45%
Delta: 0.21
Theta: 0.00
Omega: 8.83
Rho: 0.00
 

Quote data

Open: 2.01
High: 2.39
Low: 2.01
Previous Close: 2.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.00%
1 Month
  -11.70%
3 Months
  -8.95%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.04 1.66
1M High / 1M Low: 2.74 1.66
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.84
Avg. volume 1W:   0.00
Avg. price 1M:   2.17
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -