BNP Paribas Call 17 HPE 20.09.2024
/ DE000PC39AK6
BNP Paribas Call 17 HPE 20.09.202.../ DE000PC39AK6 /
| 15/08/2024 08:50:38 |
Chg.+0.250 |
Bid09:01:38 |
Ask09:01:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.610EUR |
+18.38% |
1.610
Bid Size: 5,250 |
1.660
Ask Size: 5,250 |
Hewlett Packard Ente... |
17.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC39AK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Hewlett Packard Enterprise Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.30 |
| Parity: |
0.73 |
| Time value: |
0.73 |
| Break-even: |
16.92 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.04 |
| Spread %: |
2.82% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
7.22 |
| Rho: |
0.01 |
Quote data
| Open: |
1.570 |
| High: |
1.610 |
| Low: |
1.570 |
| Previous Close: |
1.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.84% |
| 1 Month |
|
|
-62.38% |
| 3 Months |
|
|
-16.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.360 |
1.090 |
| 1M High / 1M Low: |
4.330 |
1.040 |
| 6M High / 6M Low: |
5.280 |
0.700 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.518 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.386 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.11% |
| Volatility 6M: |
|
247.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
