BNP Paribas Call 15 2HP 20.09.2024
/ DE000PC39AH2
BNP Paribas Call 15 2HP 20.09.202.../ DE000PC39AH2 /
23/07/2024 21:50:22 |
Chg.-0.070 |
Bid21:59:54 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.290EUR |
-1.31% |
- Bid Size: - |
- Ask Size: - |
HEWLETT PACKARD ENT. |
15.00 - |
20/09/2024 |
Call |
Master data
WKN: |
PC39AH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HEWLETT PACKARD ENT. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 - |
Maturity: |
20/09/2024 |
Issue date: |
31/01/2024 |
Last trading day: |
24/07/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.41 |
Intrinsic value: |
1.19 |
Implied volatility: |
2.41 |
Historic volatility: |
0.30 |
Parity: |
1.19 |
Time value: |
4.10 |
Break-even: |
20.29 |
Moneyness: |
1.08 |
Premium: |
0.25 |
Premium p.a.: |
8.28 |
Spread abs.: |
0.04 |
Spread %: |
0.76% |
Delta: |
0.69 |
Theta: |
-0.06 |
Omega: |
2.10 |
Rho: |
0.01 |
Quote data
Open: |
5.330 |
High: |
5.380 |
Low: |
5.160 |
Previous Close: |
5.360 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-11.98% |
3 Months |
|
|
+65.83% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
6.060 |
5.230 |
6M High / 6M Low: |
6.980 |
1.400 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
5.564 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.730 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
63.51% |
Volatility 6M: |
|
172.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |