BNP Paribas Call 380 ISRG 21.06.2024
/ DE000PN63QT0
BNP Paribas Call 380 ISRG 21.06.2.../ DE000PN63QT0 /
| 2024-06-10 9:50:21 PM |
Chg.+0.080 |
Bid9:59:55 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.630EUR |
+2.25% |
3.660
Bid Size: 1,000 |
-
Ask Size: - |
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: |
10.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.54 |
| Intrinsic value: |
3.49 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
3.49 |
| Time value: |
0.14 |
| Break-even: |
388.84 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.22 |
| Omega: |
9.81 |
| Rho: |
0.10 |
Quote data
| Open: |
3.700 |
| High: |
3.770 |
| Low: |
3.310 |
| Previous Close: |
3.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.16% |
| 1 Month |
|
|
+116.07% |
| 3 Months |
|
|
+9.67% |
| YTD |
|
|
+113.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.600 |
2.450 |
| 1M High / 1M Low: |
3.600 |
1.380 |
| 6M High / 6M Low: |
3.970 |
1.090 |
| High (YTD): |
2024-03-04 |
3.970 |
| Low (YTD): |
2024-04-30 |
1.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.174 |
| Avg. volume 1W: |
|
398.800 |
| Avg. price 1M: |
|
2.463 |
| Avg. volume 1M: |
|
94.952 |
| Avg. price 6M: |
|
2.471 |
| Avg. volume 6M: |
|
16.081 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.51% |
| Volatility 6M: |
|
240.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
