BNP Paribas Put 0.9 USDCHF 18.12..../  DE000PZ7SJG6  /

EUWAX
10/21/2020  9:04:53 PM Chg.+0.080 Bid9:59:14 PM Ask9:59:14 PM Underlying Strike price Expiration date Option type
1.060EUR +8.16% 1.040
Bid Size: 10,000
1.070
Ask Size: 10,000
CROSSRATE USD/CHF 0.90 CHF 12/18/2020 Put

Master data

WKN: PZ7SJG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.90 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: -84.59
Leverage: Yes

Calculated values

Fair value: 6.83
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.06
Parity: -0.66
Time value: 1.00
Break-even: 0.83
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 3.00%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.060
High: 1.120
Low: 1.050
Previous Close: 0.980
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.66%
1 Month
  -4.50%
3 Months  
+23.26%
YTD
  -16.54%
1 Year
  -22.63%
3 Years     -
5 Years     -
1W High / 1W Low: 0.980 0.660
1M High / 1M Low: 1.110 0.660
6M High / 6M Low: 1.970 0.660
High (YTD): 3/16/2020 2.670
Low (YTD): 10/16/2020 0.660
52W High: 3/16/2020 2.670
52W Low: 10/16/2020 0.660
Avg. price 1W:   0.788
Avg. volume 1W:   0.000
Avg. price 1M:   0.826
Avg. volume 1M:   0.000
Avg. price 6M:   1.080
Avg. volume 6M:   0.000
Avg. price 1Y:   1.153
Avg. volume 1Y:   0.000
Volatility 1M:   214.84%
Volatility 6M:   160.38%
Volatility 1Y:   149.92%
Volatility 3Y:   -