BNP Paribas Call 32 HAL 17.01.202.../  DE000PC39V90  /

Frankfurt Zert./BNP
2024-09-04  9:50:30 PM Chg.-0.010 Bid2024-09-04 Ask2024-09-04 Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.130
Bid Size: 49,000
0.140
Ask Size: 49,000
Halliburton Co 32.00 USD 2025-01-17 Call
 

Master data

WKN: PC39V9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Halliburton Co
Type: Warrant
Option type: Call
Strike price: 32.00 USD
Maturity: 2025-01-17
Issue date: 2024-01-31
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.01
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: -0.19
Time value: 0.15
Break-even: 30.46
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.43
Theta: -0.01
Omega: 7.69
Rho: 0.04
 

Quote data

Open: 0.140
High: 0.150
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -31.58%
1 Month
  -51.85%
3 Months
  -69.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.140
1M High / 1M Low: 0.250 0.140
6M High / 6M Low: 1.040 0.140
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.217
Avg. volume 1M:   0.000
Avg. price 6M:   0.550
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.18%
Volatility 6M:   139.16%
Volatility 1Y:   -
Volatility 3Y:   -