JP Morgan Put 32 HAL 20.09.2024
/ DE000JK15CL6
JP Morgan Put 32 HAL 20.09.2024/ DE000JK15CL6 /
| 02/09/2024 11:33:50 |
Chg.- |
Bid10:40:35 |
Ask10:40:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
- |
0.120
Bid Size: 10,000 |
0.140
Ask Size: 10,000 |
Halliburton Co |
32.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
0.08 |
| Time value: |
0.05 |
| Break-even: |
27.61 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
18.18% |
| Delta: |
-0.63 |
| Theta: |
-0.02 |
| Omega: |
-13.53 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.93% |
| 1 Month |
|
|
+46.34% |
| 3 Months |
|
|
+122.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.087 |
| 1M High / 1M Low: |
0.210 |
0.081 |
| 6M High / 6M Low: |
0.210 |
0.031 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.111 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.089 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.91% |
| Volatility 6M: |
|
379.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
