BNP Paribas Put 0.95 USDCHF 19.03.../  DE000PH1Y5V3  /

EUWAX
10/23/2020  8:58:06 AM Chg.-0.03 Bid9:43:12 AM Ask9:43:12 AM Underlying Strike price Expiration date Option type
4.68EUR -0.64% 4.77
Bid Size: 10,000
4.83
Ask Size: 10,000
CROSSRATE USD/CHF 0.95 CHF 3/19/2021 Put

Master data

WKN: PH1Y5V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 0.95 CHF
Maturity: 3/19/2021
Issue date: 7/1/2020
Last trading day: 3/18/2021
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -17.17
Leverage: Yes

Calculated values

Fair value: 25.94
Intrinsic value: 4.15
Implied volatility: -
Historic volatility: 0.06
Parity: 4.15
Time value: 0.76
Break-even: 0.84
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.06
Spread %: 1.22%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 4.67
High: 4.68
Low: 4.67
Previous Close: 4.71
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.13%
1 Month  
+25.47%
3 Months  
+21.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.90 4.03
1M High / 1M Low: 4.90 3.38
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.56
Avg. volume 1W:   0.00
Avg. price 1M:   4.12
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -