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

EUWAX
10/21/2020  12:09:46 PM Chg.-0.07 Bid12:28:10 PM Ask12:28:10 PM Underlying Strike price Expiration date Option type
1.69EUR -3.98% 1.67
Bid Size: 10,000
1.70
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: 46.73
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.66
Implied volatility: 0.34
Historic volatility: 0.06
Parity: 0.66
Time value: 1.15
Break-even: 0.86
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 1.66%
Delta: 0.20
Theta: 0.00
Omega: 9.11
Rho: 0.00
 

Quote data

Open: 1.66
High: 1.69
Low: 1.66
Previous Close: 1.76
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -31.85%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.23 1.76
1M High / 1M Low: 3.27 1.76
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.04
Avg. volume 1W:   0.00
Avg. price 1M:   2.49
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -