BNP Paribas Call 16 HPE 21.06.2024
/ DE000PN63PQ8
BNP Paribas Call 16 HPE 21.06.202.../ DE000PN63PQ8 /
| 2024-06-04 9:50:40 PM |
Chg.-0.180 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.890EUR |
-8.70% |
-
Bid Size: - |
-
Ask Size: - |
Hewlett Packard Ente... |
16.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN63PQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Hewlett Packard Enterprise Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.27 |
| Parity: |
1.79 |
| Time value: |
0.40 |
| Break-even: |
16.86 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.04 |
| Spread %: |
1.86% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
5.87 |
| Rho: |
0.00 |
Quote data
| Open: |
2.140 |
| High: |
2.140 |
| Low: |
1.890 |
| Previous Close: |
2.070 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.47% |
| 1 Month |
|
|
+47.66% |
| 3 Months |
|
|
-23.79% |
| YTD |
|
|
-7.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.600 |
1.890 |
| 1M High / 1M Low: |
2.600 |
1.320 |
| 6M High / 6M Low: |
3.160 |
0.680 |
| High (YTD): |
2024-03-06 |
3.160 |
| Low (YTD): |
2024-02-28 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.925 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.617 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.34% |
| Volatility 6M: |
|
261.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
