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

Frankfurt Zert./BNP
11/10/2024  21:50:42 Chg.+0.240 Bid21:58:19 Ask21:58:19 Underlying Strike price Expiration date Option type
4.130EUR +6.17% 4.070
Bid Size: 4,700
4.120
Ask Size: 4,700
Palo Alto Networks I... 450.00 USD 19/12/2025 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: 19/12/2025
Issue date: 30/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.28
Leverage: Yes

Calculated values

Fair value: 3.94
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.40
Parity: -7.02
Time value: 4.12
Break-even: 452.72
Moneyness: 0.83
Premium: 0.33
Premium p.a.: 0.27
Spread abs.: 0.05
Spread %: 1.23%
Delta: 0.46
Theta: -0.08
Omega: 3.78
Rho: 1.36
 

Quote data

Open: 3.850
High: 4.220
Low: 3.850
Previous Close: 3.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+50.73%
1 Month  
+34.09%
3 Months  
+26.30%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.130 2.620
1M High / 1M Low: 4.130 2.320
6M High / 6M Low: 4.130 1.880
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.494
Avg. volume 1W:   0.000
Avg. price 1M:   2.830
Avg. volume 1M:   0.000
Avg. price 6M:   2.890
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.44%
Volatility 6M:   127.01%
Volatility 1Y:   -
Volatility 3Y:   -