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BNP Paribas Call 400 ISRG 21.06.2.../  DE000PN63QU8  /

Frankfurt Zert./BNP
2024-06-03  12:50:35 PM Chg.+0.040 Bid1:02:24 PM Ask1:02:24 PM Underlying Strike price Expiration date Option type
1.030EUR +4.04% 1.040
Bid Size: 2,885		 1.090
Ask Size: 2,753		 Intuitive Surgical I... 400.00 USD 2024-06-21 Call
 

Master data

WKN: PN63QU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Intuitive Surgical Inc
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.99
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.20
Implied volatility: 0.29
Historic volatility: 0.24
Parity: 0.20
Time value: 0.89
Break-even: 379.48
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.62
Spread abs.: 0.01
Spread %: 0.93%
Delta: 0.56
Theta: -0.28
Omega: 18.93
Rho: 0.10
 

Quote data

Open: 1.020
High: 1.090
Low: 1.020
Previous Close: 0.990
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -33.12%
1 Month  
+35.53%
3 Months
  -63.21%
YTD
  -13.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.540 0.950
1M High / 1M Low: 1.540 0.570
6M High / 6M Low: 2.880 0.530
High (YTD): 2024-03-04 2.880
Low (YTD): 2024-04-30 0.530
52W High: - -
52W Low: - -
Avg. price 1W:   1.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.986
Avg. volume 1M:   0.000
Avg. price 6M:   1.553
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   413.15%
Volatility 6M:   291.20%
Volatility 1Y:   -
Volatility 3Y:   -