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

EUWAX
10/20/2020  9:04:37 PM Chg.+0.160 Bid9:40:23 PM Ask9:40:23 PM Underlying Strike price Expiration date Option type
0.980EUR +19.51% 0.970
Bid Size: 10,000
1.000
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: -99.96
Leverage: Yes

Calculated values

Fair value: 6.64
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.07
Parity: -0.94
Time value: 0.85
Break-even: 0.83
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 3.53%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.830
High: 0.990
Low: 0.820
Previous Close: 0.820
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.95%
1 Month
  -21.60%
3 Months  
+24.05%
YTD
  -22.83%
1 Year
  -28.47%
3 Years     -
5 Years     -
1W High / 1W Low: 0.820 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:   0.744
Avg. volume 1W:   0.000
Avg. price 1M:   0.819
Avg. volume 1M:   0.000
Avg. price 6M:   1.082
Avg. volume 6M:   0.000
Avg. price 1Y:   1.154
Avg. volume 1Y:   0.000
Volatility 1M:   208.48%
Volatility 6M:   158.13%
Volatility 1Y:   149.01%
Volatility 3Y:   -