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JP Morgan Call 40 HAL 17.01.2025/  DE000JL0F6B2  /

EUWAX
2024-06-28  9:34:38 AM Chg.-0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.100EUR -9.09% -
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: 26.27
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -0.85
Time value: 0.12
Break-even: 41.20
Moneyness: 0.79
Premium: 0.31
Premium p.a.: 0.62
Spread abs.: 0.02
Spread %: 20.00%
Delta: 0.26
Theta: -0.01
Omega: 6.82
Rho: 0.04
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -47.37%
3 Months
  -75.00%
YTD
  -76.19%
1 Year
  -79.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.230 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:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   0.311
Avg. volume 6M:   0.000
Avg. price 1Y:   0.510
Avg. volume 1Y:   0.000
Volatility 1M:   221.82%
Volatility 6M:   146.72%
Volatility 1Y:   124.77%
Volatility 3Y:   -