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JP Morgan Call 38 HAL 17.01.2025/  DE000JL0VZP6  /

EUWAX
16/07/2024  10:38:42 Chg.+0.040 Bid18:51:54 Ask18:51:54 Underlying Strike price Expiration date Option type
0.190EUR +26.67% 0.230
Bid Size: 200,000		 0.240
Ask Size: 200,000		 HALLIBURTON CO. DL... 38.00 - 17/01/2025 Call
 

Master data

WKN: JL0VZP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HALLIBURTON CO. DL 2,50
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 17/01/2025
Issue date: 14/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.39
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.23
Parity: -0.57
Time value: 0.21
Break-even: 40.10
Moneyness: 0.85
Premium: 0.24
Premium p.a.: 0.53
Spread abs.: 0.02
Spread %: 10.53%
Delta: 0.37
Theta: -0.01
Omega: 5.70
Rho: 0.05
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.15%
1 Month  
+18.75%
3 Months
  -63.46%
YTD
  -62.00%
1 Year
  -73.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.120
1M High / 1M Low: 0.170 0.120
6M High / 6M Low: 0.650 0.120
High (YTD): 12/04/2024 0.650
Low (YTD): 11/07/2024 0.120
52W High: 19/10/2023 1.120
52W Low: 11/07/2024 0.120
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.145
Avg. volume 1M:   0.000
Avg. price 6M:   0.362
Avg. volume 6M:   0.000
Avg. price 1Y:   0.569
Avg. volume 1Y:   0.000
Volatility 1M:   159.53%
Volatility 6M:   132.22%
Volatility 1Y:   112.10%
Volatility 3Y:   -