BNP Paribas Call 450 PANW 19.12.2.../  DE000PC36989  /

Frankfurt Zert./BNP
2024-09-11  1:21:04 PM Chg.-0.020 Bid2024-09-11 Ask2024-09-11 Underlying Strike price Expiration date Option type
3.160EUR -0.63% 3.160
Bid Size: 5,100
3.260
Ask Size: 5,100
Palo Alto Networks I... 450.00 USD 2025-12-19 Call
 

Master data

WKN: PC3698
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Palo Alto Networks Inc
Type: Warrant
Option type: Call
Strike price: 450.00 USD
Maturity: 2025-12-19
Issue date: 2024-01-30
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.39
Leverage: Yes

Calculated values

Fair value: 3.13
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.39
Parity: -9.29
Time value: 3.36
Break-even: 441.94
Moneyness: 0.77
Premium: 0.40
Premium p.a.: 0.30
Spread abs.: 0.15
Spread %: 4.67%
Delta: 0.41
Theta: -0.07
Omega: 3.84
Rho: 1.21
 

Quote data

Open: 3.160
High: 3.170
Low: 3.150
Previous Close: 3.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+2.93%
3 Months  
+18.80%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.180 2.810
1M High / 1M Low: 4.110 2.810
6M High / 6M Low: 4.110 1.720
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.042
Avg. volume 1W:   0.000
Avg. price 1M:   3.300
Avg. volume 1M:   0.000
Avg. price 6M:   2.764
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.18%
Volatility 6M:   119.98%
Volatility 1Y:   -
Volatility 3Y:   -