BNP Paribas Call 42 HAL 20.12.202.../  DE000PC2YC96  /

EUWAX
7/12/2024  8:34:11 AM Chg.+0.006 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.044EUR +15.79% -
Bid Size: -
-
Ask Size: -
Halliburton Co 42.00 USD 12/20/2024 Call
 

Master data

WKN: PC2YC9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Halliburton Co
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 12/20/2024
Issue date: 1/4/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.20
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.22
Parity: -0.74
Time value: 0.09
Break-even: 39.42
Moneyness: 0.81
Premium: 0.27
Premium p.a.: 0.71
Spread abs.: 0.05
Spread %: 102.22%
Delta: 0.24
Theta: -0.01
Omega: 8.08
Rho: 0.03
 

Quote data

Open: 0.044
High: 0.044
Low: 0.044
Previous Close: 0.038
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.52%
1 Month
  -38.89%
3 Months
  -89.27%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.044 0.035
1M High / 1M Low: 0.072 0.035
6M High / 6M Low: 0.410 0.035
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.196
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   295.37%
Volatility 6M:   185.64%
Volatility 1Y:   -
Volatility 3Y:   -