JP Morgan Call 32 HAL 17.01.2025
/ DE000JL2XW30
JP Morgan Call 32 HAL 17.01.2025/ DE000JL2XW30 /
14/08/2024 10:59:22 |
Chg.-0.030 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
-12.00% |
- Bid Size: - |
- Ask Size: - |
HALLIBURTON CO. DL... |
32.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JL2XW3 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
HALLIBURTON CO. DL 2,50 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.00 - |
Maturity: |
17/01/2025 |
Issue date: |
28/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.24 |
Parity: |
-0.37 |
Time value: |
0.24 |
Break-even: |
34.40 |
Moneyness: |
0.88 |
Premium: |
0.22 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.02 |
Spread %: |
9.09% |
Delta: |
0.43 |
Theta: |
-0.01 |
Omega: |
5.06 |
Rho: |
0.04 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.00% |
1 Month |
|
|
-42.11% |
3 Months |
|
|
-68.12% |
YTD |
|
|
-71.43% |
1 Year |
|
|
-82.54% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.230 |
1M High / 1M Low: |
0.570 |
0.230 |
6M High / 6M Low: |
1.040 |
0.230 |
High (YTD): |
12/04/2024 |
1.040 |
Low (YTD): |
08/08/2024 |
0.230 |
52W High: |
19/10/2023 |
1.460 |
52W Low: |
08/08/2024 |
0.230 |
Avg. price 1W: |
|
0.246 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.372 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.608 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.807 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
229.80% |
Volatility 6M: |
|
130.52% |
Volatility 1Y: |
|
106.28% |
Volatility 3Y: |
|
- |