JP Morgan Put 28 HAL 17.01.2025
/ DE000JL0VZK7
JP Morgan Put 28 HAL 17.01.2025/ DE000JL0VZK7 /
04/09/2024 10:05:55 |
Chg.+0.046 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
+48.94% |
- Bid Size: - |
- Ask Size: - |
HALLIBURTON CO. DL... |
28.00 - |
17/01/2025 |
Put |
Master data
WKN: |
JL0VZK |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
HALLIBURTON CO. DL 2,50 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
28.00 - |
Maturity: |
17/01/2025 |
Issue date: |
14/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-18.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.10 |
Implied volatility: |
0.18 |
Historic volatility: |
0.24 |
Parity: |
0.10 |
Time value: |
0.05 |
Break-even: |
26.50 |
Moneyness: |
1.04 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
7.14% |
Delta: |
-0.56 |
Theta: |
0.00 |
Omega: |
-10.12 |
Rho: |
-0.06 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.140 |
Previous Close: |
0.094 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+52.17% |
1 Month |
|
|
+81.82% |
3 Months |
|
|
+70.73% |
YTD |
|
|
-22.22% |
1 Year |
|
|
-36.36% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.092 |
1M High / 1M Low: |
0.150 |
0.084 |
6M High / 6M Low: |
0.150 |
0.044 |
High (YTD): |
17/01/2024 |
0.240 |
Low (YTD): |
18/07/2024 |
0.044 |
52W High: |
05/10/2023 |
0.250 |
52W Low: |
18/07/2024 |
0.044 |
Avg. price 1W: |
|
0.097 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.112 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.082 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.137 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
153.19% |
Volatility 6M: |
|
199.18% |
Volatility 1Y: |
|
155.05% |
Volatility 3Y: |
|
- |