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

EUWAX
15/11/2024  08:06:52 Chg.-0.51 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
4.96EUR -9.32% -
Bid Size: -
-
Ask Size: -
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: 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: 4.96
High: 4.96
Low: 4.96
Previous Close: 5.47
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.36%
1 Month  
+26.21%
3 Months  
+45.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.47 4.85
1M High / 1M Low: 5.47 3.36
6M High / 6M Low: 5.47 1.91
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.13
Avg. volume 1W:   0.00
Avg. price 1M:   4.11
Avg. volume 1M:   0.00
Avg. price 6M:   3.17
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.29%
Volatility 6M:   127.95%
Volatility 1Y:   -
Volatility 3Y:   -