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: |
|
- |
