Thank you itmahesh, uninstalling Security Manager did the work, although I am not very happy that I need uninstall Security Manager every time I want to do some changes in BIOS, since I like fingerprint reader feature.
Enrico, on the screenshots I have pasted, it is showed that I use the lastes version of the BIOS F.08.
I look forward HP team to fix this bug. It looks like, even though I am logging as admin into BIOS, it sees me as guest.
I have asked the HP Team to look at the issue since it is not actually solved.
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