BNP Paribas Call 420 ISRG 21.06.2024
/ DE000PC365P5
BNP Paribas Call 420 ISRG 21.06.2.../ DE000PC365P5 /
| 2024-06-03 10:20:50 AM |
Chg.+0.010 |
Bid10:20:57 AM |
Ask10:20:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+3.33% |
0.320
Bid Size: 9,375 |
0.370
Ask Size: 8,109 |
Intuitive Surgical I... |
420.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC365P |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
108.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-1.65 |
| Time value: |
0.34 |
| Break-even: |
390.40 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
1.89 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.26 |
| Theta: |
-0.21 |
| Omega: |
28.04 |
| Rho: |
0.05 |
Quote data
| Open: |
0.300 |
| High: |
0.330 |
| Low: |
0.300 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.46% |
| 1 Month |
|
|
-3.13% |
| 3 Months |
|
|
-84.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.300 |
| 1M High / 1M Low: |
0.590 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.363 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
542.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
