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

Frankfurt Zert./BNP
11/15/2024  9:50:44 PM Chg.-0.440 Bid9:59:10 PM Ask9:59:10 PM Underlying Strike price Expiration date Option type
4.700EUR -8.56% 4.750
Bid Size: 4,500
4.900
Ask Size: 4,500
Palo Alto Networks I... 450.00 USD 12/19/2025 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: 12/19/2025
Issue date: 1/30/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.50
Leverage: Yes

Calculated values

Fair value: 4.50
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.41
Parity: -5.98
Time value: 4.90
Break-even: 476.44
Moneyness: 0.86
Premium: 0.30
Premium p.a.: 0.27
Spread abs.: 0.15
Spread %: 3.16%
Delta: 0.49
Theta: -0.09
Omega: 3.65
Rho: 1.41
 

Quote data

Open: 4.940
High: 4.950
Low: 4.650
Previous Close: 5.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.47%
1 Month  
+15.20%
3 Months  
+57.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.580 4.700
1M High / 1M Low: 5.580 3.350
6M High / 6M Low: 5.580 1.880
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.172
Avg. volume 1W:   0.000
Avg. price 1M:   4.165
Avg. volume 1M:   0.000
Avg. price 6M:   3.189
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.18%
Volatility 6M:   130.33%
Volatility 1Y:   -
Volatility 3Y:   -