BNP Paribas Call 35 HAL 20.09.202.../  DE000PC39V58  /

Frankfurt Zert./BNP
2024-07-26  9:50:39 PM Chg.0.000 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.120
Bid Size: 33,000
0.130
Ask Size: 33,000
Halliburton Co 35.00 USD 2024-09-20 Call
 

Master data

WKN: PC39V5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Halliburton Co
Type: Warrant
Option type: Call
Strike price: 35.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-31
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.38
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -0.06
Time value: 0.13
Break-even: 33.54
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.48
Theta: -0.01
Omega: 11.77
Rho: 0.02
 

Quote data

Open: 0.110
High: 0.130
Low: 0.090
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -15.38%
3 Months
  -78.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.064
1M High / 1M Low: 0.250 0.064
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.124
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   508.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -