BNP Paribas Call 1.1 USDCHF 18.12.../  DE000PZ8ETX8  /

EUWAX
10/29/2020  9:04:27 PM Chg.0.000 Bid9:04:27 PM Ask9:04:27 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 10,000
0.050
Ask Size: 10,000
CROSSRATE USD/CHF 1.10 CHF 12/18/2020 Call

Master data

WKN: PZ8ETX
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 1.10 CHF
Maturity: 12/18/2020
Issue date: 5/13/2019
Last trading day: 12/17/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 1,702.66
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.07
Parity: -17.72
Time value: 0.05
Break-even: 1.03
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 2.99
Spread abs.: 0.05
Spread %: 98.00%
Delta: 0.01
Theta: 0.00
Omega: 24.94
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     0.00%
YTD
  -98.89%
1 Year
  -99.60%
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.150 0.001
High (YTD): 3/19/2020 0.900
Low (YTD): 10/28/2020 0.001
52W High: 3/19/2020 0.900
52W Low: 10/28/2020 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.016
Avg. volume 6M:   0.000
Avg. price 1Y:   0.091
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   2,122.61%
Volatility 1Y:   1,536.29%
Volatility 3Y:   -