BNP Paribas Call 500 PANW 19.12.2.../  DE000PC36997  /

EUWAX
2024-08-05  8:06:38 AM Chg.-0.36 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
1.41EUR -20.34% -
Bid Size: -
-
Ask Size: -
Palo Alto Networks I... 500.00 USD 2025-12-19 Call
 

Master data

WKN: PC3699
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Palo Alto Networks Inc
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 2025-12-19
Issue date: 2024-01-30
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.18
Leverage: Yes

Calculated values

Fair value: 1.58
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.41
Parity: -17.82
Time value: 1.63
Break-even: 474.55
Moneyness: 0.61
Premium: 0.69
Premium p.a.: 0.47
Spread abs.: 0.02
Spread %: 1.24%
Delta: 0.25
Theta: -0.05
Omega: 4.31
Rho: 0.74
 

Quote data

Open: 1.41
High: 1.41
Low: 1.41
Previous Close: 1.77
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.91%
1 Month
  -46.18%
3 Months
  -22.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.20 1.77
1M High / 1M Low: 2.62 1.77
6M High / 6M Low: 5.21 1.30
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.99
Avg. volume 1W:   0.00
Avg. price 1M:   2.28
Avg. volume 1M:   0.00
Avg. price 6M:   2.22
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.98%
Volatility 6M:   179.03%
Volatility 1Y:   -
Volatility 3Y:   -