BNP Paribas Call 450 ISRG 20.12.2024
/ DE000PC365T7
BNP Paribas Call 450 ISRG 20.12.2.../ DE000PC365T7 /
| 2024-11-15 8:06:52 AM |
Chg.+0.04 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.50EUR |
+0.47% |
-
Bid Size: - |
-
Ask Size: - |
Intuitive Surgical I... |
450.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC365T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.52 |
| Intrinsic value: |
7.37 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.25 |
| Parity: |
7.37 |
| Time value: |
1.13 |
| Break-even: |
512.44 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.83 |
| Spread %: |
10.82% |
| Delta: |
0.82 |
| Theta: |
-0.40 |
| Omega: |
4.86 |
| Rho: |
0.31 |
Quote data
| Open: |
8.50 |
| High: |
8.50 |
| Low: |
8.50 |
| Previous Close: |
8.46 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.33% |
| 1 Month |
|
|
+102.38% |
| 3 Months |
|
|
+59.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.81 |
8.38 |
| 1M High / 1M Low: |
8.81 |
4.20 |
| 6M High / 6M Low: |
8.81 |
1.99 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.24% |
| Volatility 6M: |
|
153.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
