BNP Paribas Call 500 PANW 18.12.2.../  DE000PG6YZK7  /

EUWAX
2024-11-15  8:52:50 AM Chg.-0.52 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
6.46EUR -7.45% -
Bid Size: -
-
Ask Size: -
Palo Alto Networks I... 500.00 USD 2026-12-18 Call
 

Master data

WKN: PG6YZK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Palo Alto Networks Inc
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 2026-12-18
Issue date: 2024-08-22
Last trading day: 2026-12-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.78
Leverage: Yes

Calculated values

Fair value: 5.95
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.41
Parity: -10.73
Time value: 6.36
Break-even: 538.54
Moneyness: 0.77
Premium: 0.47
Premium p.a.: 0.20
Spread abs.: 0.18
Spread %: 2.91%
Delta: 0.50
Theta: -0.07
Omega: 2.88
Rho: 2.49
 

Quote data

Open: 6.46
High: 6.46
Low: 6.46
Previous Close: 6.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.68%
1 Month  
+25.44%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.98 6.17
1M High / 1M Low: 6.98 4.50
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.55
Avg. volume 1W:   0.00
Avg. price 1M:   5.41
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -