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BNP Paribas Call 30 HAL 20.12.202.../  DE000PN33AD1  /

EUWAX
2024-07-26  8:15:50 AM Chg.+0.090 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.510EUR +21.43% -
Bid Size: -		 -
Ask Size: -		 Halliburton Co 30.00 USD 2024-12-20 Call
 

Master data

WKN: PN33AD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Halliburton Co
Type: Warrant
Option type: Call
Strike price: 30.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-31
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.87
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.41
Implied volatility: 0.35
Historic volatility: 0.23
Parity: 0.41
Time value: 0.13
Break-even: 33.04
Moneyness: 1.15
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.79
Theta: -0.01
Omega: 4.62
Rho: 0.08
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.14%
1 Month  
+2.00%
3 Months
  -46.32%
YTD
  -39.29%
1 Year
  -54.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.420
1M High / 1M Low: 0.700 0.420
6M High / 6M Low: 1.160 0.420
High (YTD): 2024-04-12 1.160
Low (YTD): 2024-07-25 0.420
52W High: 2023-10-19 1.520
52W Low: 2024-07-25 0.420
Avg. price 1W:   0.476
Avg. volume 1W:   0.000
Avg. price 1M:   0.512
Avg. volume 1M:   0.000
Avg. price 6M:   0.743
Avg. volume 6M:   0.000
Avg. price 1Y:   0.922
Avg. volume 1Y:   0.000
Volatility 1M:   173.73%
Volatility 6M:   107.74%
Volatility 1Y:   92.46%
Volatility 3Y:   -