BNP Paribas Call 35 HPQ 20.09.2024
/ DE000PC390F4
BNP Paribas Call 35 HPQ 20.09.202.../ DE000PC390F4 /
30/08/2024 21:50:33 |
Chg.+0.030 |
Bid21:56:11 |
Ask21:56:11 |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
+30.00% |
0.140 Bid Size: 32,000 |
0.150 Ask Size: 32,000 |
HP Inc |
35.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
PC390F |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HP Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
31/01/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
21.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.11 |
Implied volatility: |
0.27 |
Historic volatility: |
0.26 |
Parity: |
0.11 |
Time value: |
0.04 |
Break-even: |
33.18 |
Moneyness: |
1.03 |
Premium: |
0.01 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.01 |
Spread %: |
7.14% |
Delta: |
0.72 |
Theta: |
-0.02 |
Omega: |
15.75 |
Rho: |
0.01 |
Quote data
Open: |
0.100 |
High: |
0.130 |
Low: |
0.100 |
Previous Close: |
0.100 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-31.58% |
1 Month |
|
|
-27.78% |
3 Months |
|
|
-56.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.100 |
1M High / 1M Low: |
0.200 |
0.063 |
6M High / 6M Low: |
0.420 |
0.024 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.142 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.136 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.150 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
369.73% |
Volatility 6M: |
|
374.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |