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

EUWAX
7/29/2024  8:16:34 AM Chg.+0.030 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.560EUR +5.66% -
Bid Size: -		 -
Ask Size: -		 Halliburton Co 30.00 USD 1/17/2025 Call
 

Master data

WKN: PN33AH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Halliburton Co
Type: Warrant
Option type: Call
Strike price: 30.00 USD
Maturity: 1/17/2025
Issue date: 5/31/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.66
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.41
Implied volatility: 0.35
Historic volatility: 0.23
Parity: 0.41
Time value: 0.15
Break-even: 33.24
Moneyness: 1.15
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.78
Theta: -0.01
Omega: 4.41
Rho: 0.09
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.82%
1 Month  
+7.69%
3 Months
  -40.43%
YTD
  -34.88%
1 Year
  -50.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.450
1M High / 1M Low: 0.720 0.450
6M High / 6M Low: 1.180 0.450
High (YTD): 4/12/2024 1.180
Low (YTD): 7/25/2024 0.450
52W High: 10/19/2023 1.540
52W Low: 7/25/2024 0.450
Avg. price 1W:   0.498
Avg. volume 1W:   0.000
Avg. price 1M:   0.533
Avg. volume 1M:   0.000
Avg. price 6M:   0.762
Avg. volume 6M:   0.000
Avg. price 1Y:   0.939
Avg. volume 1Y:   0.000
Volatility 1M:   165.73%
Volatility 6M:   102.06%
Volatility 1Y:   88.40%
Volatility 3Y:   -