JP Morgan Call 60 HALO 20.12.2024
/ DE000JK4VQD4
JP Morgan Call 60 HALO 20.12.2024/ DE000JK4VQD4 /
| 2024-11-14 5:35:10 PM |
Chg.- |
Bid11:47:59 AM |
Ask11:47:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
- |
0.089
Bid Size: 2,000 |
0.240
Ask Size: 2,000 |
Halozyme Therapeutic... |
60.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK4VQD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Halozyme Therapeutics Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.35 |
| Parity: |
-0.57 |
| Time value: |
0.27 |
| Break-even: |
59.64 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
3.87 |
| Spread abs.: |
0.14 |
| Spread %: |
115.38% |
| Delta: |
0.37 |
| Theta: |
-0.07 |
| Omega: |
7.13 |
| Rho: |
0.02 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.290 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.95% |
| 1 Month |
|
|
+7.41% |
| 3 Months |
|
|
-47.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.290 |
| 1M High / 1M Low: |
0.440 |
0.098 |
| 6M High / 6M Low: |
0.950 |
0.098 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.245 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.428 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
513.30% |
| Volatility 6M: |
|
292.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
