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JP Morgan Call 40 HAL 17.01.2025/  DE000JL0F6B2  /

EUWAX
2024-07-05  9:32:43 AM Chg.+0.004 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.100EUR +4.17% -
Bid Size: -		 -
Ask Size: -		 HALLIBURTON CO. DL... 40.00 - 2025-01-17 Call
 

Master data

WKN: JL0F6B
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: HALLIBURTON CO. DL 2,50
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2025-01-17
Issue date: 2023-04-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.54
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -0.95
Time value: 0.10
Break-even: 41.00
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 0.74
Spread abs.: 0.02
Spread %: 25.00%
Delta: 0.23
Theta: -0.01
Omega: 6.96
Rho: 0.03
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.096
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -16.67%
3 Months
  -81.48%
YTD
  -76.19%
1 Year
  -79.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.093
1M High / 1M Low: 0.140 0.091
6M High / 6M Low: 0.540 0.091
High (YTD): 2024-04-12 0.540
Low (YTD): 2024-06-20 0.091
52W High: 2023-10-19 1.010
52W Low: 2024-06-20 0.091
Avg. price 1W:   0.099
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   0.299
Avg. volume 6M:   0.000
Avg. price 1Y:   0.502
Avg. volume 1Y:   0.000
Volatility 1M:   180.16%
Volatility 6M:   147.70%
Volatility 1Y:   122.94%
Volatility 3Y:   -