BNP Paribas Put 550 ISRG 20.12.2024
/ DE000PG4UH60
BNP Paribas Put 550 ISRG 20.12.20.../ DE000PG4UH60 /
| 2024-11-12 8:54:55 AM |
Chg.+0.38 |
Bid9:48:26 PM |
Ask9:48:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.07EUR |
+22.49% |
1.97
Bid Size: 1,523 |
1.98
Ask Size: 1,516 |
Intuitive Surgical I... |
550.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PG4UH6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
550.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-07-25 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.25 |
| Parity: |
1.34 |
| Time value: |
0.74 |
| Break-even: |
495.00 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
-0.62 |
| Theta: |
-0.15 |
| Omega: |
-14.87 |
| Rho: |
-0.34 |
Quote data
| Open: |
2.07 |
| High: |
2.07 |
| Low: |
2.07 |
| Previous Close: |
1.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.88% |
| 1 Month |
|
|
-67.45% |
| 3 Months |
|
|
-74.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.13 |
1.69 |
| 1M High / 1M Low: |
7.12 |
1.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
