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

EUWAX
10/23/2020  9:05:24 PM Chg.-0.031 Bid9:59:17 PM Ask9:59:17 PM Underlying Strike price Expiration date Option type
0.039EUR -44.29% 0.036
Bid Size: 10,000
0.096
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: 650.91
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.06
Parity: -3.99
Time value: 0.13
Break-even: 0.89
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 0.36
Spread abs.: 0.06
Spread %: 46.15%
Delta: 0.05
Theta: 0.00
Omega: 32.28
Rho: 0.00
 

Quote data

Open: 0.060
High: 0.060
Low: 0.037
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.00%
1 Month
  -92.04%
3 Months
  -94.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.050
1M High / 1M Low: 0.570 0.050
6M High / 6M Low: 3.780 0.050
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.247
Avg. volume 1M:   0.000
Avg. price 6M:   1.272
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   409.73%
Volatility 6M:   245.51%
Volatility 1Y:   -
Volatility 3Y:   -