BNP Paribas Call 380 ISRG 20.09.2024
/ DE000PC9P5V7
BNP Paribas Call 380 ISRG 20.09.2.../ DE000PC9P5V7 /
| 7/9/2024 9:47:11 AM |
Chg.+0.22 |
Bid10:14:06 AM |
Ask10:14:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.84EUR |
+3.32% |
-
Bid Size: - |
-
Ask Size: - |
Intuitive Surgical I... |
380.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC9P5V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
5/13/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.33 |
| Intrinsic value: |
5.96 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
5.96 |
| Time value: |
0.80 |
| Break-even: |
418.45 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.15% |
| Delta: |
0.86 |
| Theta: |
-0.14 |
| Omega: |
5.20 |
| Rho: |
0.57 |
Quote data
| Open: |
6.84 |
| High: |
6.84 |
| Low: |
6.84 |
| Previous Close: |
6.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.72% |
| 1 Month |
|
|
+35.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.62 |
6.02 |
| 1M High / 1M Low: |
7.16 |
5.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
