BNP Paribas Call 20 HPE 21.06.202.../  DE000PN63PS4  /

Frankfurt Zert./BNP
2024-05-31  9:50:31 PM Chg.-0.280 Bid9:54:39 PM Ask9:54:39 PM Underlying Strike price Expiration date Option type
0.430EUR -39.44% 0.440
Bid Size: 50,000
0.480
Ask Size: 50,000
Hewlett Packard Ente... 20.00 USD 2024-06-21 Call
 

Master data

WKN: PN63PS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Hewlett Packard Enterprise Company
Type: Warrant
Option type: Call
Strike price: 20.00 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: 22.80
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.27
Parity: -1.37
Time value: 0.75
Break-even: 19.21
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 6.60
Spread abs.: 0.04
Spread %: 5.63%
Delta: 0.38
Theta: -0.03
Omega: 8.61
Rho: 0.00
 

Quote data

Open: 0.520
High: 0.570
Low: 0.370
Previous Close: 0.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.50%
1 Month  
+152.94%
3 Months  
+186.67%
YTD
  -4.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.400
1M High / 1M Low: 0.710 0.130
6M High / 6M Low: 1.150 0.060
High (YTD): 2024-03-06 1.150
Low (YTD): 2024-02-19 0.060
52W High: - -
52W Low: - -
Avg. price 1W:   0.490
Avg. volume 1W:   0.000
Avg. price 1M:   0.275
Avg. volume 1M:   0.000
Avg. price 6M:   0.318
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   291.06%
Volatility 6M:   635.19%
Volatility 1Y:   -
Volatility 3Y:   -