JP Morgan Call 55 HALO 21.03.2025
/ DE000JK6WJG5
JP Morgan Call 55 HALO 21.03.2025/ DE000JK6WJG5 /
| 11/15/2024 1:51:36 PM |
Chg.-0.420 |
Bid4:25:38 PM |
Ask4:25:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-47.19% |
0.320
Bid Size: 30,000 |
0.420
Ask Size: 30,000 |
Halozyme Therapeutic... |
55.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JK6WJG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Halozyme Therapeutics Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
4/2/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.35 |
| Parity: |
-0.10 |
| Time value: |
0.83 |
| Break-even: |
60.53 |
| Moneyness: |
0.98 |
| Premium: |
0.18 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.20 |
| Spread %: |
31.75% |
| Delta: |
0.57 |
| Theta: |
-0.04 |
| Omega: |
3.55 |
| Rho: |
0.07 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.470 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.53% |
| 1 Month |
|
|
-33.80% |
| 3 Months |
|
|
-52.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.890 |
| 1M High / 1M Low: |
1.070 |
0.450 |
| 6M High / 6M Low: |
1.450 |
0.340 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.723 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.832 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.89% |
| Volatility 6M: |
|
179.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
