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

EUWAX
2024-07-29  8:34:36 AM Chg.+0.006 Bid1:02:11 PM Ask1:02:11 PM Underlying Strike price Expiration date Option type
0.053EUR +12.77% 0.049
Bid Size: 50,000
0.091
Ask Size: 50,000
Halliburton Co 42.00 USD 2024-12-20 Call
 

Master data

WKN: PC2YC9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Halliburton Co
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.83
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.23
Parity: -0.70
Time value: 0.09
Break-even: 39.61
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 0.76
Spread abs.: 0.04
Spread %: 82.00%
Delta: 0.24
Theta: -0.01
Omega: 8.36
Rho: 0.03
 

Quote data

Open: 0.053
High: 0.053
Low: 0.053
Previous Close: 0.047
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+6.00%
3 Months
  -79.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.053 0.031
1M High / 1M Low: 0.100 0.031
6M High / 6M Low: 0.410 0.031
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.183
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   432.15%
Volatility 6M:   223.00%
Volatility 1Y:   -
Volatility 3Y:   -