JP Morgan Call 47.5 HALO 21.03.2025
/ DE000JK6WJD2
JP Morgan Call 47.5 HALO 21.03.20.../ DE000JK6WJD2 /
| 15/11/2024 13:51:36 |
Chg.-0.52 |
Bid14:05:09 |
Ask14:05:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.82EUR |
-38.81% |
0.76
Bid Size: 2,000 |
0.96
Ask Size: 2,000 |
Halozyme Therapeutic... |
47.50 USD |
21/03/2025 |
Call |
Master data
| WKN: |
JK6WJD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Halozyme Therapeutics Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
02/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.35 |
| Parity: |
0.61 |
| Time value: |
0.61 |
| Break-even: |
57.31 |
| Moneyness: |
1.14 |
| Premium: |
0.12 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.20 |
| Spread %: |
19.61% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
2.95 |
| Rho: |
0.08 |
Quote data
| Open: |
0.91 |
| High: |
0.91 |
| Low: |
0.82 |
| Previous Close: |
1.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.22% |
| 1 Month |
|
|
-23.36% |
| 3 Months |
|
|
-41.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.34 |
| 1M High / 1M Low: |
1.55 |
0.76 |
| 6M High / 6M Low: |
1.93 |
0.56 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.39% |
| Volatility 6M: |
|
138.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
