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

EUWAX
10/8/2024  1:22:43 PM Chg.-0.040 Bid6:03:21 PM Ask6:03:21 PM Underlying Strike price Expiration date Option type
0.170EUR -19.05% 0.140
Bid Size: 86,000
0.150
Ask Size: 86,000
Halliburton Co 32.00 USD 1/17/2025 Call
 

Master data

WKN: PC39V9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Halliburton Co
Type: Warrant
Option type: Call
Strike price: 32.00 USD
Maturity: 1/17/2025
Issue date: 1/31/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.16
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.23
Parity: -0.08
Time value: 0.20
Break-even: 31.16
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.50
Theta: -0.01
Omega: 7.08
Rho: 0.03
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+54.55%
1 Month  
+54.55%
3 Months
  -50.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.110
1M High / 1M Low: 0.210 0.072
6M High / 6M Low: 1.030 0.072
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.116
Avg. volume 1M:   0.000
Avg. price 6M:   0.433
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   320.34%
Volatility 6M:   190.86%
Volatility 1Y:   -
Volatility 3Y:   -