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BNP Paribas Put 400 PANW 19.12.20.../  DE000PC1GF21  /

Frankfurt Zert./BNP
2024-08-05  9:50:33 PM Chg.+0.660 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
11.000EUR +6.38% 11.020
Bid Size: 2,750		 11.040
Ask Size: 2,750		 Palo Alto Networks I... 400.00 USD 2025-12-19 Put
 

Master data

WKN: PC1GF2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Palo Alto Networks Inc
Type: Warrant
Option type: Put
Strike price: 400.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-08
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.71
Leverage: Yes

Calculated values

Fair value: 9.99
Intrinsic value: 8.65
Implied volatility: 0.43
Historic volatility: 0.41
Parity: 8.65
Time value: 1.67
Break-even: 263.40
Moneyness: 1.31
Premium: 0.06
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.10%
Delta: -0.57
Theta: -0.03
Omega: -1.55
Rho: -3.61
 

Quote data

Open: 11.040
High: 11.530
Low: 10.610
Previous Close: 10.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+19.70%
1 Month  
+35.80%
3 Months
  -1.35%
YTD  
+3.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.340 8.990
1M High / 1M Low: 10.340 8.100
6M High / 6M Low: 13.190 7.590
High (YTD): 2024-02-21 13.190
Low (YTD): 2024-02-09 7.590
52W High: - -
52W Low: - -
Avg. price 1W:   9.518
Avg. volume 1W:   0.000
Avg. price 1M:   8.782
Avg. volume 1M:   0.000
Avg. price 6M:   10.233
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   59.81%
Volatility 6M:   108.40%
Volatility 1Y:   -
Volatility 3Y:   -