BNP Paribas Put 0.9 USDCHF 19.03..../  DE000PN1NVN5  /

EUWAX
10/30/2020  9:06:21 PM Chg.-0.10 Bid9:55:02 PM Ask9:55:02 PM Underlying Strike price Expiration date Option type
1.14EUR -8.06% 1.15
Bid Size: 10,000
1.18
Ask Size: 10,000
CROSSRATE USD/CHF 0.90 CHF 3/19/2021 Put

Master data

WKN: PN1NVN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.90 CHF
Maturity: 3/19/2021
Issue date: 7/24/2020
Last trading day: 3/18/2021
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -72.77
Leverage: Yes

Calculated values

Fair value: 18.05
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.07
Parity: -1.58
Time value: 1.18
Break-even: 0.83
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 2.54%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.25
High: 1.25
Low: 1.14
Previous Close: 1.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.63%
1 Month
  -8.06%
3 Months
  -42.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.51 1.14
1M High / 1M Low: 1.64 1.14
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.37
Avg. volume 1W:   0.00
Avg. price 1M:   1.37
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -