I have the following integral that I wish to evaluate using Mathematica:

Assuming[{x > 0, y > 0}, NIntegrate[(x - d)/(2 \[Sigma]^2)Exp[(I k x^2)/(2 R)- (x - d)^2/(4 \[Sigma]^2)] NIntegrate[Exp[(I k y^2)/(2 R) - (I k y x)/R], {y, -0.5, 0.5}], {x, -0.01, 0.01}]]

For which Mathematica returns with the error: 'The integrand $e^\left({\frac{-I x y}{10} + \frac{I y^2}{20}}\right)$ has evaluated to non-numerical values for all sampling points in the region with boundaries {{-0.5,0.0}}'

All coefficients have been initialised to values: $d = 1, R = 10, k=1$. Are there any tips that I could try to evaluate this?