BNP Paribas Put 420 ISRG 20.09.2024
/ DE000PC9P512
BNP Paribas Put 420 ISRG 20.09.20.../ DE000PC9P512 /
| 8/2/2024 9:23:43 AM |
Chg.0.000 |
Bid9:20:08 PM |
Ask9:20:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
0.00% |
0.850
Bid Size: 4,000 |
0.860
Ask Size: 4,000 |
Intuitive Surgical I... |
420.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
PC9P51 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 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: |
-63.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
-2.87 |
| Time value: |
0.66 |
| Break-even: |
382.78 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
-0.23 |
| Theta: |
-0.13 |
| Omega: |
-14.59 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-49.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.680 |
| 1M High / 1M Low: |
1.570 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.009 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
434.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
