BNP Paribas Call 460 ISRG 20.12.2024
/ DE000PC365U5
BNP Paribas Call 460 ISRG 20.12.2.../ DE000PC365U5 /
| 12/11/2024 21:50:32 |
Chg.+0.060 |
Bid21:59:50 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.560EUR |
+0.80% |
7.610
Bid Size: 1,000 |
-
Ask Size: - |
Intuitive Surgical I... |
460.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC365U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
30/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.28 |
| Intrinsic value: |
7.10 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.25 |
| Parity: |
7.10 |
| Time value: |
0.79 |
| Break-even: |
510.29 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.41 |
| Spread %: |
5.48% |
| Delta: |
0.85 |
| Theta: |
-0.27 |
| Omega: |
5.44 |
| Rho: |
0.36 |
Quote data
| Open: |
7.480 |
| High: |
7.970 |
| Low: |
7.180 |
| Previous Close: |
7.500 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.81% |
| 1 Month |
|
|
+83.50% |
| 3 Months |
|
|
+96.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.500 |
5.650 |
| 1M High / 1M Low: |
7.500 |
3.410 |
| 6M High / 6M Low: |
7.500 |
1.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.458 |
| Avg. volume 1M: |
|
171.429 |
| Avg. price 6M: |
|
3.720 |
| Avg. volume 6M: |
|
52.695 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
337.24% |
| Volatility 6M: |
|
207.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
