JP Morgan Put 32 HAL 20.09.2024
/ DE000JK15CL6
JP Morgan Put 32 HAL 20.09.2024/ DE000JK15CL6 /
| 7/30/2024 12:29:39 PM |
Chg.+0.012 |
Bid8:32:43 PM |
Ask8:32:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
+23.53% |
0.059
Bid Size: 200,000 |
0.069
Ask Size: 200,000 |
Halliburton Co |
32.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JK15CL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Halliburton Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/25/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-40.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
-0.17 |
| Time value: |
0.08 |
| Break-even: |
28.80 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.02 |
| Spread %: |
23.81% |
| Delta: |
-0.29 |
| Theta: |
-0.01 |
| Omega: |
-11.67 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.063 |
| High: |
0.063 |
| Low: |
0.063 |
| Previous Close: |
0.051 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.70% |
| 1 Month |
|
|
-24.10% |
| 3 Months |
|
|
+21.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.095 |
0.051 |
| 1M High / 1M Low: |
0.100 |
0.031 |
| 6M High / 6M Low: |
0.240 |
0.031 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.102 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
442.17% |
| Volatility 6M: |
|
275.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
