BNP Paribas Call 0.95 USDCHF 19.0.../  DE000PH1YYY1  /

EUWAX
10/28/2020  9:06:35 PM Chg.+0.070 Bid9:06:35 PM Ask9:06:35 PM Underlying Strike price Expiration date Option type
0.400EUR +21.21% 0.400
Bid Size: 10,000
0.430
Ask Size: 10,000
CROSSRATE USD/CHF 0.95 CHF 3/19/2021 Call

Master data

WKN: PH1YYY
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 0.95 CHF
Maturity: 3/19/2021
Issue date: 7/1/2020
Last trading day: 3/18/2021
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 235.49
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.06
Parity: -3.86
Time value: 0.36
Break-even: 0.89
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 8.33%
Delta: 0.06
Theta: 0.00
Omega: 15.27
Rho: 0.00
 

Quote data

Open: 0.370
High: 0.440
Low: 0.370
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.86%
1 Month
  -48.72%
3 Months
  -52.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.330 0.270
1M High / 1M Low: 0.780 0.270
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.302
Avg. volume 1W:   0.000
Avg. price 1M:   0.456
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   207.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -