BNP Paribas Call 1 USDCHF 18.12.2.../  DE000PZ7R6H5  /

EUWAX
10/22/2020  1:12:06 PM Chg.0.000 Bid1:12:06 PM Ask1:12:06 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 1.00 CHF 12/18/2020 Call

Master data

WKN: PZ7R6H
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Call
Strike price: 1.00 CHF
Maturity: 12/18/2020
Issue date: 4/10/2019
Last trading day: 12/17/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 1,686.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.06
Parity: -8.81
Time value: 0.05
Break-even: 0.93
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.90
Spread abs.: 0.05
Spread %: 98.00%
Delta: 0.02
Theta: 0.00
Omega: 32.35
Rho: 0.00
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -96.77%
3 Months
  -99.33%
YTD
  -99.90%
1 Year
  -99.94%
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.060 0.001
6M High / 6M Low: 1.570 0.001
High (YTD): 3/19/2020 3.030
Low (YTD): 10/21/2020 0.001
52W High: 3/19/2020 3.030
52W Low: 10/21/2020 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.395
Avg. volume 6M:   0.000
Avg. price 1Y:   0.844
Avg. volume 1Y:   .522
Volatility 1M:   496.28%
Volatility 6M:   461.11%
Volatility 1Y:   356.36%
Volatility 3Y:   -