BNP Paribas Call 16 HPE 21.06.2024
/ DE000PN63PQ8
BNP Paribas Call 16 HPE 21.06.202.../ DE000PN63PQ8 /
| 2024-06-05 10:55:01 AM |
Chg.+1.78 |
Bid3:54:49 PM |
Ask3:54:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.92EUR |
+83.18% |
3.92
Bid Size: 5,200 |
-
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: |
8.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.27 |
| Parity: |
1.47 |
| Time value: |
0.42 |
| Break-even: |
16.59 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.04 |
| Spread %: |
2.16% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
6.48 |
| Rho: |
0.00 |
Quote data
| Open: |
3.92 |
| High: |
3.92 |
| Low: |
3.92 |
| Previous Close: |
2.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.97% |
| 1 Month |
|
|
+229.41% |
| 3 Months |
|
|
+116.57% |
| YTD |
|
|
+91.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.38 |
1.90 |
| 1M High / 1M Low: |
2.42 |
1.29 |
| 6M High / 6M Low: |
3.04 |
0.56 |
| High (YTD): |
2024-03-07 |
3.04 |
| Low (YTD): |
2024-03-01 |
0.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.99% |
| Volatility 6M: |
|
240.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
