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BNP Paribas Call 19 HPE 21.06.202.../  DE000PZ1EP55  /

EUWAX
2024-06-05  10:54:39 AM Chg.+0.880 Bid6:02:00 PM Ask6:02:00 PM Underlying Strike price Expiration date Option type
1.600EUR +122.22% 0.980
Bid Size: 7,600		 1.020
Ask Size: 7,600		 Hewlett Packard Ente... 19.00 USD 2024-06-21 Call
 

Master data

WKN: PZ1EP5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Hewlett Packard Enterprise Company
Type: Warrant
Option type: Call
Strike price: 19.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-15
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 27.41
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.27
Parity: -1.29
Time value: 0.59
Break-even: 18.05
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 11.23
Spread abs.: 0.04
Spread %: 7.27%
Delta: 0.36
Theta: -0.03
Omega: 9.75
Rho: 0.00
 

Quote data

Open: 1.600
High: 1.600
Low: 1.600
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+135.29%
1 Month  
+595.65%
3 Months  
+131.88%
YTD  
+125.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.650
1M High / 1M Low: 0.800 0.230
6M High / 6M Low: 1.540 0.130
High (YTD): 2024-03-07 1.540
Low (YTD): 2024-03-01 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.704
Avg. volume 1W:   0.000
Avg. price 1M:   0.487
Avg. volume 1M:   0.000
Avg. price 6M:   0.491
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   277.20%
Volatility 6M:   451.83%
Volatility 1Y:   -
Volatility 3Y:   -