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BNP Paribas Call 28 7HP 17.01.202.../  DE000PE9AVR7  /

Frankfurt Zert./BNP
2024-11-07  9:50:31 PM Chg.+0.010 Bid2024-11-07 Ask- Underlying Strike price Expiration date Option type
0.890EUR +1.14% 0.890
Bid Size: 23,000		 -
Ask Size: -		 HP INC DL... 28.00 - 2025-01-17 Call
 

Master data

WKN: PE9AVR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HP INC DL -,01
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.91
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.64
Implied volatility: 0.89
Historic volatility: 0.27
Parity: 0.64
Time value: 0.24
Break-even: 36.80
Moneyness: 1.23
Premium: 0.07
Premium p.a.: 0.42
Spread abs.: 0.02
Spread %: 2.33%
Delta: 0.77
Theta: -0.03
Omega: 3.01
Rho: 0.03
 

Quote data

Open: 0.860
High: 0.910
Low: 0.840
Previous Close: 0.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.27%
1 Month  
+15.58%
3 Months  
+71.15%
YTD  
+102.27%
1 Year  
+169.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.740
1M High / 1M Low: 0.910 0.740
6M High / 6M Low: 1.010 0.280
High (YTD): 2024-05-30 1.010
Low (YTD): 2024-05-02 0.260
52W High: 2024-05-30 1.010
52W Low: 2024-05-02 0.260
Avg. price 1W:   0.796
Avg. volume 1W:   0.000
Avg. price 1M:   0.832
Avg. volume 1M:   0.000
Avg. price 6M:   0.735
Avg. volume 6M:   0.000
Avg. price 1Y:   0.559
Avg. volume 1Y:   0.000
Volatility 1M:   80.19%
Volatility 6M:   140.32%
Volatility 1Y:   120.76%
Volatility 3Y:   -