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: |
|
- |