JP Morgan Call 47.5 HALO 20.09.2024
/ DE000JK1JA52
JP Morgan Call 47.5 HALO 20.09.20.../ DE000JK1JA52 /
| 2024-07-09 12:06:31 PM |
Chg.+0.080 |
Bid5:19:49 PM |
Ask5:19:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+12.50% |
0.780
Bid Size: 20,000 |
0.860
Ask Size: 20,000 |
Halozyme Therapeutic... |
47.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK1JA5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Halozyme Therapeutics Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.33 |
| Parity: |
0.47 |
| Time value: |
0.39 |
| Break-even: |
52.46 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.15 |
| Spread %: |
21.13% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
3.90 |
| Rho: |
0.05 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.86% |
| 1 Month |
|
|
+1.41% |
| 3 Months |
|
|
+140.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.640 |
| 1M High / 1M Low: |
0.780 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
