BNP Paribas Call 35 HPQ 19.12.202.../  DE000PC2YFP1  /

EUWAX
06/06/2024  08:33:29 Chg.+0.020 Bid11:06:16 Ask11:06:16 Underlying Strike price Expiration date Option type
0.570EUR +3.64% 0.560
Bid Size: 20,000
0.580
Ask Size: 20,000
HP Inc 35.00 USD 19/12/2025 Call
 

Master data

WKN: PC2YFP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HP Inc
Type: Warrant
Option type: Call
Strike price: 35.00 USD
Maturity: 19/12/2025
Issue date: 04/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.46
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.06
Implied volatility: 0.31
Historic volatility: 0.26
Parity: 0.06
Time value: 0.54
Break-even: 38.19
Moneyness: 1.02
Premium: 0.17
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 3.45%
Delta: 0.65
Theta: -0.01
Omega: 3.55
Rho: 0.24
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.67%
1 Month  
+185.00%
3 Months  
+137.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.450
1M High / 1M Low: 0.740 0.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.596
Avg. volume 1W:   0.000
Avg. price 1M:   0.384
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -