I have an issue with a steering wheel. Whenever I turn the steering wheel left or right it makes this squeaking sound. It doesn't make it when the car is cold. Also, it makes it even when I'm parked. The power steering fluid is full, if that makes any difference... The sound comes from under the car, not inside.
Does anybody know what it might be?

You're steering column probably needs to be lubed.

Where exactly? Because it's coming from outside, not inside.

You'll have to crawl under the car and inpect the whole steering rack to find out where the noise originates.