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: |
|
- |