BNP Paribas Call 380 PANW 19.12.2.../  DE000PC36971  /

EUWAX
11/15/2024  8:06:52 AM Chg.-0.64 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
7.76EUR -7.62% -
Bid Size: -
-
Ask Size: -
Palo Alto Networks I... 380.00 USD 12/19/2025 Call
 

Master data

WKN: PC3697
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Palo Alto Networks Inc
Type: Warrant
Option type: Call
Strike price: 380.00 USD
Maturity: 12/19/2025
Issue date: 1/30/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.84
Leverage: Yes

Calculated values

Fair value: 6.98
Intrinsic value: 0.66
Implied volatility: 0.45
Historic volatility: 0.41
Parity: 0.66
Time value: 6.93
Break-even: 436.85
Moneyness: 1.02
Premium: 0.19
Premium p.a.: 0.17
Spread abs.: 0.15
Spread %: 2.02%
Delta: 0.63
Theta: -0.09
Omega: 3.07
Rho: 1.72
 

Quote data

Open: 7.76
High: 7.76
Low: 7.76
Previous Close: 8.40
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.01%
1 Month  
+21.44%
3 Months  
+44.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.40 7.66
1M High / 1M Low: 8.40 5.57
6M High / 6M Low: 8.40 3.19
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.98
Avg. volume 1W:   0.00
Avg. price 1M:   6.61
Avg. volume 1M:   0.00
Avg. price 6M:   5.07
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.71%
Volatility 6M:   112.09%
Volatility 1Y:   -
Volatility 3Y:   -