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JP Morgan Put 32 HAL 20.06.2025/  DE000JB3LCZ1  /

EUWAX
09/10/2024  09:27:19 Chg.+0.030 Bid13:15:34 Ask13:15:34 Underlying Strike price Expiration date Option type
0.400EUR +8.11% 0.410
Bid Size: 15,000		 0.420
Ask Size: 15,000		 Halliburton Co 32.00 USD 20/06/2025 Put
 

Master data

WKN: JB3LCZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Halliburton Co
Type: Warrant
Option type: Put
Strike price: 32.00 USD
Maturity: 20/06/2025
Issue date: 04/10/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.52
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.18
Implied volatility: 0.39
Historic volatility: 0.24
Parity: 0.18
Time value: 0.24
Break-even: 24.96
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 5.00%
Delta: -0.48
Theta: -0.01
Omega: -3.16
Rho: -0.12
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.56%
1 Month
  -11.11%
3 Months  
+48.15%
YTD  
+8.11%
1 Year  
+5.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.350
1M High / 1M Low: 0.500 0.350
6M High / 6M Low: 0.500 0.180
High (YTD): 13/09/2024 0.500
Low (YTD): 19/07/2024 0.180
52W High: 13/09/2024 0.500
52W Low: 19/07/2024 0.180
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   0.428
Avg. volume 1M:   0.000
Avg. price 6M:   0.301
Avg. volume 6M:   0.000
Avg. price 1Y:   0.332
Avg. volume 1Y:   0.000
Volatility 1M:   111.86%
Volatility 6M:   131.21%
Volatility 1Y:   103.58%
Volatility 3Y:   -