JP Morgan Put 32 HAL 18.10.2024/  DE000JK3JZ28  /

EUWAX
2024-07-30  10:45:27 AM Chg.+0.016 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.087EUR +22.54% -
Bid Size: -
-
Ask Size: -
Halliburton Co 32.00 USD 2024-10-18 Put
 

Master data

WKN: JK3JZ2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Halliburton Co
Type: Warrant
Option type: Put
Strike price: 32.00 USD
Maturity: 2024-10-18
Issue date: 2024-02-29
Last trading day: 2024-10-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -33.88
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -0.17
Time value: 0.09
Break-even: 28.65
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 13.64%
Delta: -0.30
Theta: -0.01
Omega: -10.16
Rho: -0.02
 

Quote data

Open: 0.087
High: 0.087
Low: 0.087
Previous Close: 0.071
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.22%
1 Month
  -20.91%
3 Months  
+29.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.071
1M High / 1M Low: 0.130 0.045
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.095
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   362.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -