Wikipedia
A shaped charge is an explosive charge shaped to focus the effect of the explosive's energy. Various types are used to cut and form metal, initiate nuclear weapons, penetrate armor, and "complete" wells in the oil and gas industry.
A typical modern shaped charge, with a metal liner on the charge cavity, can penetrate armor steel to a depth of seven or more times the diameter of the charge (charge diameters, CD), though greater depths of 10 CD and above have been achieved. Contrary to a widespread misconception (possibly resulting from the acronym HEAT) the shaped charge does not depend in any way on heating or melting for its effectiveness; that is, the jet from a shaped charge does not melt its way through armor, as its effect is purely kinetic in nature.