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JP Morgan Call 40 HAL 17.01.2025/  DE000JL0F6B2  /

EUWAX
7/31/2024  2:22:40 PM Chg.+0.022 Bid5:54:16 PM Ask5:54:16 PM Underlying Strike price Expiration date Option type
0.110EUR +25.00% 0.120
Bid Size: 200,000		 0.130
Ask Size: 200,000		 HALLIBURTON CO. DL... 40.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/13/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.43
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.23
Parity: -0.83
Time value: 0.12
Break-even: 41.20
Moneyness: 0.79
Premium: 0.30
Premium p.a.: 0.75
Spread abs.: 0.02
Spread %: 21.21%
Delta: 0.26
Theta: -0.01
Omega: 6.86
Rho: 0.03
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.088
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.86%
1 Month  
+10.00%
3 Months
  -71.05%
YTD
  -73.81%
1 Year
  -85.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.072
1M High / 1M Low: 0.180 0.072
6M High / 6M Low: 0.540 0.072
High (YTD): 4/12/2024 0.540
Low (YTD): 7/25/2024 0.072
52W High: 10/19/2023 1.010
52W Low: 7/25/2024 0.072
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.266
Avg. volume 6M:   0.000
Avg. price 1Y:   0.465
Avg. volume 1Y:   0.000
Volatility 1M:   298.53%
Volatility 6M:   179.69%
Volatility 1Y:   144.53%
Volatility 3Y:   -