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

EUWAX
10/30/2020  9:04:49 PM Chg.0.000 Bid9:04:49 PM Ask9:04:49 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: 1,713.26
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.07
Parity: -7.91
Time value: 0.05
Break-even: 0.94
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 0.94
Spread abs.: 0.05
Spread %: 98.00%
Delta: 0.02
Theta: 0.00
Omega: 35.73
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
  -92.31%
3 Months
  -98.89%
YTD
  -99.90%
1 Year
  -99.93%
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.013 0.001
6M High / 6M Low: 1.440 0.001
High (YTD): 3/19/2020 3.030
Low (YTD): 10/30/2020 0.001
52W High: 3/19/2020 3.030
52W Low: 10/30/2020 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.324
Avg. volume 6M:   0.000
Avg. price 1Y:   0.799
Avg. volume 1Y:   .522
Volatility 1M:   346.75%
Volatility 6M:   458.36%
Volatility 1Y:   356.15%
Volatility 3Y:   -