BNP Paribas Call 32 HAL 20.12.2024
/ DE000PC2YDB6
BNP Paribas Call 32 HAL 20.12.202.../ DE000PC2YDB6 /
| 04/09/2024 21:50:34 |
Chg.-0.010 |
Bid04/09/2024 |
Ask04/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-8.33% |
0.110
Bid Size: 50,000 |
0.120
Ask Size: 50,000 |
Halliburton Co |
32.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC2YDB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Halliburton Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-0.19 |
| Time value: |
0.13 |
| Break-even: |
30.26 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
0.41 |
| Theta: |
-0.01 |
| Omega: |
8.47 |
| Rho: |
0.03 |
Quote data
| Open: |
0.110 |
| High: |
0.130 |
| Low: |
0.110 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.29% |
| 1 Month |
|
|
-56.00% |
| 3 Months |
|
|
-72.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.120 |
| 1M High / 1M Low: |
0.230 |
0.120 |
| 6M High / 6M Low: |
1.020 |
0.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.527 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.75% |
| Volatility 6M: |
|
139.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
