BNP Paribas Call 350 ISRG 21.06.2024
/ DE000PN63QR4
BNP Paribas Call 350 ISRG 21.06.2.../ DE000PN63QR4 /
| 04/06/2024 11:50:43 |
Chg.-0.360 |
Bid11:58:03 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.660EUR |
-7.17% |
4.670
Bid Size: 1,000 |
-
Ask Size: - |
Intuitive Surgical I... |
350.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
PN63QR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 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: |
7.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.99 |
| Intrinsic value: |
4.94 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
4.94 |
| Time value: |
0.07 |
| Break-even: |
370.99 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
-0.06 |
| Spread %: |
-1.18% |
| Delta: |
0.98 |
| Theta: |
-0.06 |
| Omega: |
7.26 |
| Rho: |
0.15 |
Quote data
| Open: |
5.040 |
| High: |
5.040 |
| Low: |
4.660 |
| Previous Close: |
5.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.31% |
| 1 Month |
|
|
+32.01% |
| 3 Months |
|
|
-22.07% |
| YTD |
|
|
+67.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.090 |
4.670 |
| 1M High / 1M Low: |
5.610 |
3.420 |
| 6M High / 6M Low: |
5.980 |
1.680 |
| High (YTD): |
04/03/2024 |
5.980 |
| Low (YTD): |
05/01/2024 |
2.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.493 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.086 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.72% |
| Volatility 6M: |
|
175.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
