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

EUWAX
2024-07-29  8:21:58 AM Chg.+0.030 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.430EUR +7.50% -
Bid Size: -
-
Ask Size: -
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: 7.37
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.22
Implied volatility: 0.33
Historic volatility: 0.23
Parity: 0.22
Time value: 0.21
Break-even: 33.79
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.69
Theta: -0.01
Omega: 5.12
Rho: 0.08
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.38%
1 Month  
+7.50%
3 Months
  -46.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.330
1M High / 1M Low: 0.580 0.330
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.374
Avg. volume 1W:   0.000
Avg. price 1M:   0.408
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -