BNP Paribas Call 32 HPQ 21.06.2024
/ DE000PN7B687
BNP Paribas Call 32 HPQ 21.06.202.../ DE000PN7B687 /
| 2024-05-24 9:50:43 PM |
Chg.-0.010 |
Bid9:58:37 PM |
Ask9:58:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-6.67% |
0.150
Bid Size: 42,000 |
0.160
Ask Size: 42,000 |
HP Inc |
32.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN7B68 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
HP Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
0.07 |
| Time value: |
0.09 |
| Break-even: |
31.10 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
11.75 |
| Rho: |
0.01 |
Quote data
| Open: |
0.150 |
| High: |
0.160 |
| Low: |
0.140 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+84.21% |
| 1 Month |
|
|
+600.00% |
| 3 Months |
|
|
+84.21% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.110 |
| 1M High / 1M Low: |
0.170 |
0.017 |
| 6M High / 6M Low: |
0.190 |
0.017 |
| High (YTD): |
2024-05-22 |
0.170 |
| Low (YTD): |
2024-05-03 |
0.017 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.086 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
499.67% |
| Volatility 6M: |
|
363.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
