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

EUWAX
2024-07-05  8:15:01 AM Chg.+0.040 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.520EUR +8.33% -
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: 6.79
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.29
Implied volatility: 0.32
Historic volatility: 0.24
Parity: 0.29
Time value: 0.16
Break-even: 32.18
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.74
Theta: -0.01
Omega: 5.01
Rho: 0.08
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.00%
1 Month  
+1.96%
3 Months
  -54.39%
YTD
  -38.10%
1 Year
  -33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.480
1M High / 1M Low: 0.590 0.450
6M High / 6M Low: 1.160 0.450
High (YTD): 2024-04-12 1.160
Low (YTD): 2024-06-17 0.450
52W High: 2023-10-19 1.520
52W Low: 2024-06-17 0.450
Avg. price 1W:   0.496
Avg. volume 1W:   0.000
Avg. price 1M:   0.515
Avg. volume 1M:   0.000
Avg. price 6M:   0.766
Avg. volume 6M:   0.000
Avg. price 1Y:   0.954
Avg. volume 1Y:   0.000
Volatility 1M:   99.67%
Volatility 6M:   92.49%
Volatility 1Y:   86.16%
Volatility 3Y:   -