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JP Morgan Call 32 HAL 17.01.2025/  DE000JL2XW30  /

EUWAX
8/16/2024  11:07:18 AM Chg.0.000 Bid8:36:54 PM Ask8:36:54 PM Underlying Strike price Expiration date Option type
0.210EUR 0.00% 0.220
Bid Size: 250,000		 0.230
Ask Size: 250,000		 HALLIBURTON CO. DL... 32.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/28/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.88
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.24
Parity: -0.35
Time value: 0.24
Break-even: 34.40
Moneyness: 0.89
Premium: 0.21
Premium p.a.: 0.56
Spread abs.: 0.02
Spread %: 9.09%
Delta: 0.43
Theta: -0.01
Omega: 5.15
Rho: 0.04
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.23%
1 Month
  -56.25%
3 Months
  -67.19%
YTD
  -72.73%
1 Year
  -81.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.210
1M High / 1M Low: 0.570 0.210
6M High / 6M Low: 1.040 0.210
High (YTD): 4/12/2024 1.040
Low (YTD): 8/15/2024 0.210
52W High: 10/19/2023 1.460
52W Low: 8/15/2024 0.210
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.357
Avg. volume 1M:   0.000
Avg. price 6M:   0.602
Avg. volume 6M:   0.000
Avg. price 1Y:   0.799
Avg. volume 1Y:   0.000
Volatility 1M:   217.29%
Volatility 6M:   130.84%
Volatility 1Y:   106.76%
Volatility 3Y:   -