JP Morgan Call 52.5 HALO 20.09.2024
/ DE000JK2WQT2
JP Morgan Call 52.5 HALO 20.09.20.../ DE000JK2WQT2 /
| 2024-07-09 10:09:35 AM |
Chg.+0.060 |
Bid5:06:20 PM |
Ask5:06:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+15.38% |
0.510
Bid Size: 20,000 |
0.570
Ask Size: 20,000 |
Halozyme Therapeutic... |
52.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK2WQT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Halozyme Therapeutics Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.50 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.33 |
| Parity: |
0.00 |
| Time value: |
0.55 |
| Break-even: |
53.97 |
| Moneyness: |
1.00 |
| Premium: |
0.11 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.10 |
| Spread %: |
22.22% |
| Delta: |
0.57 |
| Theta: |
-0.04 |
| Omega: |
5.00 |
| Rho: |
0.04 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.27% |
| 1 Month |
|
|
-6.25% |
| 3 Months |
|
|
+136.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.390 |
| 1M High / 1M Low: |
0.500 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.426 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
