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BNP Paribas Call 32 7HP 17.01.202.../  DE000PE9AVT3  /

Frankfurt Zert./BNP
07/11/2024  21:50:22 Chg.+0.020 Bid21:56:44 Ask21:56:44 Underlying Strike price Expiration date Option type
0.560EUR +3.70% 0.550
Bid Size: 26,000		 0.560
Ask Size: 26,000		 HP INC DL... 32.00 - 17/01/2025 Call
 

Master data

WKN: PE9AVT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HP INC DL -,01
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.49
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.24
Implied volatility: 0.67
Historic volatility: 0.27
Parity: 0.24
Time value: 0.29
Break-even: 37.30
Moneyness: 1.07
Premium: 0.08
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.66
Theta: -0.03
Omega: 4.28
Rho: 0.03
 

Quote data

Open: 0.520
High: 0.570
Low: 0.510
Previous Close: 0.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+19.15%
1 Month  
+21.74%
3 Months  
+69.70%
YTD  
+124.00%
1 Year  
+211.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.450
1M High / 1M Low: 0.580 0.420
6M High / 6M Low: 0.720 0.180
High (YTD): 30/05/2024 0.720
Low (YTD): 23/04/2024 0.120
52W High: 30/05/2024 0.720
52W Low: 23/04/2024 0.120
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.509
Avg. volume 1M:   0.000
Avg. price 6M:   0.458
Avg. volume 6M:   7.576
Avg. price 1Y:   0.335
Avg. volume 1Y:   3.906
Volatility 1M:   124.29%
Volatility 6M:   190.64%
Volatility 1Y:   165.26%
Volatility 3Y:   -