JP Morgan Call 32 HAL 17.01.2025
/ DE000JL2XW30
JP Morgan Call 32 HAL 17.01.2025/ DE000JL2XW30 /
2024-07-12 11:00:16 AM |
Chg.+0.040 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
+11.76% |
- Bid Size: - |
- Ask Size: - |
HALLIBURTON CO. DL... |
32.00 - |
2025-01-17 |
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: |
2025-01-17 |
Issue date: |
2023-04-28 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.23 |
Parity: |
-0.11 |
Time value: |
0.40 |
Break-even: |
36.00 |
Moneyness: |
0.97 |
Premium: |
0.16 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.02 |
Spread %: |
5.26% |
Delta: |
0.55 |
Theta: |
-0.01 |
Omega: |
4.25 |
Rho: |
0.07 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.380 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.00% |
1 Month |
|
|
-20.83% |
3 Months |
|
|
-63.46% |
YTD |
|
|
-50.65% |
1 Year |
|
|
-64.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.340 |
1M High / 1M Low: |
0.480 |
0.340 |
6M High / 6M Low: |
1.040 |
0.340 |
High (YTD): |
2024-04-12 |
1.040 |
Low (YTD): |
2024-07-11 |
0.340 |
52W High: |
2023-10-19 |
1.460 |
52W Low: |
2024-07-11 |
0.340 |
Avg. price 1W: |
|
0.356 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.395 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.663 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.873 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
108.40% |
Volatility 6M: |
|
98.67% |
Volatility 1Y: |
|
86.32% |
Volatility 3Y: |
|
- |