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

EUWAX
10/11/2024  8:06:52 AM Chg.+0.35 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
3.85EUR +10.00% -
Bid Size: -
-
Ask Size: -
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: 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: 3.85
High: 3.85
Low: 3.85
Previous Close: 3.50
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+53.39%
1 Month  
+27.48%
3 Months  
+23.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.85 2.70
1M High / 1M Low: 3.85 2.30
6M High / 6M Low: 4.00 1.91
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.22
Avg. volume 1W:   0.00
Avg. price 1M:   2.78
Avg. volume 1M:   0.00
Avg. price 6M:   2.87
Avg. volume 6M:   31.01
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.72%
Volatility 6M:   128.72%
Volatility 1Y:   -
Volatility 3Y:   -