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

EUWAX
10/22/2020  9:03:04 PM Chg.-0.12 Bid9:56:41 PM Ask9:56:41 PM Underlying Strike price Expiration date Option type
1.52EUR -7.32% 1.52
Bid Size: 10,000
1.55
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: -51.11
Leverage: Yes

Calculated values

Fair value: 20.14
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.06
Parity: -0.51
Time value: 1.65
Break-even: 0.82
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 1.82%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.58
High: 1.58
Low: 1.51
Previous Close: 1.64
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.58%
1 Month  
+7.80%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.64 1.16
1M High / 1M Low: 1.64 1.10
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.38
Avg. volume 1W:   0.00
Avg. price 1M:   1.32
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -