We present a numerical study of the pulses displayed by a semiconductor laser with optical feedback in the short cavity regime, such that the external cavity round trip time is smaller than the laser relaxation oscillation period. For certain parameters there are occasional pulses, which are high enough to be considered extreme events. We characterize the bifurcation scenario that gives rise to such extreme pulses and study the influence of noise. We demonstrate intermittency when the extreme pulses appear and hysteresis when the attractor that sustains these pulses is destroyed. We also show that this scenario is robust under the inclusion of noise.