BNP Paribas Call 0.95 USDCHF 18.1.../  DE000PX662J3  /

EUWAX
10/21/2020  8:58:01 AM Chg.-0.010 Bid9:56:54 AM Ask9:56:54 AM Underlying Strike price Expiration date Option type
0.050EUR -16.67% 0.040
Bid Size: 10,000
0.100
Ask Size: 10,000
CROSSRATE USD/CHF 0.95 CHF 12/18/2020 Call

Master data

WKN: PX662J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.95 CHF
Maturity: 12/18/2020
Issue date: 1/8/2020
Last trading day: 12/17/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 704.89
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.06
Parity: -4.01
Time value: 0.12
Break-even: 0.89
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 0.35
Spread abs.: 0.06
Spread %: 50.00%
Delta: 0.05
Theta: 0.00
Omega: 32.56
Rho: 0.00
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.33%
1 Month
  -84.85%
3 Months
  -94.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.150 0.060
1M High / 1M Low: 0.570 0.060
6M High / 6M Low: 3.780 0.060
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.275
Avg. volume 1M:   0.000
Avg. price 6M:   1.325
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   398.70%
Volatility 6M:   238.06%
Volatility 1Y:   -
Volatility 3Y:   -