BNP Paribas Call 30 HPQ 19.12.202.../  DE000PC1L1L9  /

Frankfurt Zert./BNP
2024-06-06  9:50:39 PM Chg.+0.030 Bid2024-06-06 Ask2024-06-06 Underlying Strike price Expiration date Option type
0.860EUR +3.61% 0.860
Bid Size: 24,000
0.880
Ask Size: 24,000
HP Inc 30.00 USD 2025-12-19 Call
 

Master data

WKN: PC1L1L
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HP Inc
Type: Warrant
Option type: Call
Strike price: 30.00 USD
Maturity: 2025-12-19
Issue date: 2023-12-11
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.90
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.52
Implied volatility: 0.29
Historic volatility: 0.26
Parity: 0.52
Time value: 0.32
Break-even: 35.99
Moneyness: 1.19
Premium: 0.10
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 2.44%
Delta: 0.79
Theta: 0.00
Omega: 3.08
Rho: 0.27
 

Quote data

Open: 0.810
High: 0.880
Low: 0.790
Previous Close: 0.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.87%
1 Month  
+132.43%
3 Months  
+82.98%
YTD  
+82.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.820
1M High / 1M Low: 1.060 0.370
6M High / 6M Low: - -
High (YTD): 2024-05-30 1.060
Low (YTD): 2024-04-23 0.340
52W High: - -
52W Low: - -
Avg. price 1W:   0.886
Avg. volume 1W:   0.000
Avg. price 1M:   0.607
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -