JP Morgan Put 30 HAL 20.09.2024
/ DE000JK2Q5T3
JP Morgan Put 30 HAL 20.09.2024/ DE000JK2Q5T3 /
| 9/4/2024 9:44:10 AM |
Chg.+0.069 |
Bid7:59:53 PM |
Ask7:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.099EUR |
+230.00% |
0.093
Bid Size: 250,000 |
0.100
Ask Size: 250,000 |
Halliburton Co |
30.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JK2Q5T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Halliburton Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/15/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
0.01 |
| Time value: |
0.08 |
| Break-even: |
26.20 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.01 |
| Spread %: |
11.76% |
| Delta: |
-0.50 |
| Theta: |
-0.03 |
| Omega: |
-14.21 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.099 |
| High: |
0.099 |
| Low: |
0.099 |
| Previous Close: |
0.030 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+182.86% |
| 1 Month |
|
|
+160.53% |
| 3 Months |
|
|
+98.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.047 |
0.030 |
| 1M High / 1M Low: |
0.120 |
0.029 |
| 6M High / 6M Low: |
0.120 |
0.012 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.061 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.047 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
346.60% |
| Volatility 6M: |
|
401.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
