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BNP Paribas Call 380 ISRG 21.06.2.../  DE000PN63QT0  /

Frankfurt Zert./BNP
03/06/2024  11:20:58 Chg.+0.150 Bid11:47:33 Ask11:47:33 Underlying Strike price Expiration date Option type
2.410EUR +6.64% 2.380
Bid Size: 1,261		 2.430
Ask Size: 1,235		 Intuitive Surgical I... 380.00 USD 21/06/2024 Call
 

Master data

WKN: PN63QT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Intuitive Surgical Inc
Type: Warrant
Option type: Call
Strike price: 380.00 USD
Maturity: 21/06/2024
Issue date: 14/08/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.37
Leverage: Yes

Calculated values

Fair value: 2.24
Intrinsic value: 2.04
Implied volatility: 0.33
Historic volatility: 0.24
Parity: 2.04
Time value: 0.37
Break-even: 374.25
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 0.42%
Delta: 0.80
Theta: -0.24
Omega: 12.32
Rho: 0.13
 

Quote data

Open: 2.350
High: 2.450
Low: 2.350
Previous Close: 2.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.67%
1 Month  
+52.53%
3 Months
  -37.89%
YTD  
+41.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.000 2.170
1M High / 1M Low: 3.000 1.380
6M High / 6M Low: 3.970 0.960
High (YTD): 04/03/2024 3.970
Low (YTD): 30/04/2024 1.180
52W High: - -
52W Low: - -
Avg. price 1W:   2.464
Avg. volume 1W:   0.000
Avg. price 1M:   2.096
Avg. volume 1M:   0.000
Avg. price 6M:   2.383
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   288.96%
Volatility 6M:   236.88%
Volatility 1Y:   -
Volatility 3Y:   -