BNP Paribas Call 420 ISRG 20.09.2024
/ DE000PC9P5T1
BNP Paribas Call 420 ISRG 20.09.2.../ DE000PC9P5T1 /
| 2024-07-09 9:47:11 AM |
Chg.+0.16 |
Bid1:30:18 PM |
Ask1:30:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.90EUR |
+4.28% |
-
Bid Size: - |
-
Ask Size: - |
Intuitive Surgical I... |
420.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC9P5T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.29 |
| Intrinsic value: |
2.26 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
2.26 |
| Time value: |
1.59 |
| Break-even: |
426.29 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.26% |
| Delta: |
0.69 |
| Theta: |
-0.17 |
| Omega: |
7.39 |
| Rho: |
0.49 |
Quote data
| Open: |
3.90 |
| High: |
3.90 |
| Low: |
3.90 |
| Previous Close: |
3.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+43.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.74 |
3.26 |
| 1M High / 1M Low: |
4.18 |
2.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
