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

Frankfurt Zert./BNP
2024-05-29  10:50:34 AM Chg.-0.210 Bid11:06:46 AM Ask11:06:46 AM Underlying Strike price Expiration date Option type
2.150EUR -8.90% 2.140
Bid Size: 1,402		 2.190
Ask Size: 1,370		 Intuitive Surgical I... 380.00 USD 2024-06-21 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: 2024-06-21
Issue date: 2023-08-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.59
Leverage: Yes

Calculated values

Fair value: 2.23
Intrinsic value: 1.94
Implied volatility: 0.30
Historic volatility: 0.24
Parity: 1.94
Time value: 0.43
Break-even: 373.89
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 0.42%
Delta: 0.79
Theta: -0.20
Omega: 12.25
Rho: 0.17
 

Quote data

Open: 2.220
High: 2.240
Low: 2.080
Previous Close: 2.360
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.12%
1 Month  
+76.23%
3 Months
  -31.53%
YTD  
+26.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.000 2.260
1M High / 1M Low: 3.000 1.180
6M High / 6M Low: 3.970 0.960
High (YTD): 2024-03-04 3.970
Low (YTD): 2024-04-30 1.180
52W High: - -
52W Low: - -
Avg. price 1W:   2.520
Avg. volume 1W:   0.000
Avg. price 1M:   1.945
Avg. volume 1M:   0.000
Avg. price 6M:   2.351
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   277.96%
Volatility 6M:   235.34%
Volatility 1Y:   -
Volatility 3Y:   -