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BNP Paribas Call 30 HAL 17.01.202.../  DE000PN33AH2  /

EUWAX
2024-10-08  8:17:47 AM Chg.-0.050 Bid9:06:15 AM Ask9:06:15 AM Underlying Strike price Expiration date Option type
0.260EUR -16.13% 0.260
Bid Size: 10,000		 0.270
Ask Size: 10,000		 Halliburton Co 30.00 USD 2025-01-17 Call
 

Master data

WKN: PN33AH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Halliburton Co
Type: Warrant
Option type: Call
Strike price: 30.00 USD
Maturity: 2025-01-17
Issue date: 2023-05-31
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.45
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.10
Implied volatility: 0.40
Historic volatility: 0.23
Parity: 0.10
Time value: 0.20
Break-even: 30.35
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.62
Theta: -0.01
Omega: 5.90
Rho: 0.04
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+52.94%
1 Month  
+44.44%
3 Months
  -42.22%
YTD
  -69.77%
1 Year
  -78.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.170
1M High / 1M Low: 0.310 0.130
6M High / 6M Low: 1.180 0.130
High (YTD): 2024-04-12 1.180
Low (YTD): 2024-09-27 0.130
52W High: 2023-10-19 1.540
52W Low: 2024-09-27 0.130
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.185
Avg. volume 1M:   0.000
Avg. price 6M:   0.547
Avg. volume 6M:   0.000
Avg. price 1Y:   0.738
Avg. volume 1Y:   0.000
Volatility 1M:   265.20%
Volatility 6M:   161.11%
Volatility 1Y:   124.92%
Volatility 3Y:   -