BNP Paribas Call 400 PANW 19.12.2.../  DE000PC1GFC8  /

Frankfurt Zert./BNP
15/11/2024  21:50:35 Chg.-0.560 Bid21:59:26 Ask21:59:26 Underlying Strike price Expiration date Option type
6.510EUR -7.92% 6.580
Bid Size: 4,400
6.730
Ask Size: 4,400
Palo Alto Networks I... 400.00 USD 19/12/2025 Call
 

Master data

WKN: PC1GFC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Palo Alto Networks Inc
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 19/12/2025
Issue date: 08/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.46
Leverage: Yes

Calculated values

Fair value: 6.17
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.41
Parity: -1.23
Time value: 6.73
Break-even: 447.25
Moneyness: 0.97
Premium: 0.22
Premium p.a.: 0.20
Spread abs.: 0.15
Spread %: 2.28%
Delta: 0.59
Theta: -0.10
Omega: 3.23
Rho: 1.64
 

Quote data

Open: 6.840
High: 6.850
Low: 6.470
Previous Close: 7.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.11%
1 Month  
+13.02%
3 Months  
+54.63%
YTD  
+80.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.590 6.510
1M High / 1M Low: 7.590 4.840
6M High / 6M Low: 7.590 2.760
High (YTD): 09/02/2024 8.210
Low (YTD): 04/04/2024 2.550
52W High: - -
52W Low: - -
Avg. price 1W:   7.098
Avg. volume 1W:   0.000
Avg. price 1M:   5.853
Avg. volume 1M:   0.000
Avg. price 6M:   4.491
Avg. volume 6M:   63.359
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.97%
Volatility 6M:   117.48%
Volatility 1Y:   -
Volatility 3Y:   -