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JP Morgan Put 36 HAL 17.01.2025/  DE000JL60BN8  /

EUWAX
12/11/2024  08:28:41 Chg.-0.040 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.580EUR -6.45% -
Bid Size: -		 -
Ask Size: -		 Halliburton Co 36.00 USD 17/01/2025 Put
 

Master data

WKN: JL60BN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Halliburton Co
Type: Warrant
Option type: Put
Strike price: 36.00 USD
Maturity: 17/01/2025
Issue date: 11/07/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.11
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.55
Implied volatility: 0.32
Historic volatility: 0.25
Parity: 0.55
Time value: 0.00
Break-even: 28.23
Moneyness: 1.19
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.02
Spread %: 3.51%
Delta: -0.88
Theta: 0.00
Omega: -4.50
Rho: -0.06
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.94%
1 Month  
+7.41%
3 Months  
+11.54%
YTD  
+26.09%
1 Year  
+20.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.470
1M High / 1M Low: 0.790 0.470
6M High / 6M Low: 0.790 0.220
High (YTD): 30/10/2024 0.790
Low (YTD): 12/04/2024 0.200
52W High: 30/10/2024 0.790
52W Low: 12/04/2024 0.200
Avg. price 1W:   0.594
Avg. volume 1W:   0.000
Avg. price 1M:   0.683
Avg. volume 1M:   0.000
Avg. price 6M:   0.476
Avg. volume 6M:   0.000
Avg. price 1Y:   0.437
Avg. volume 1Y:   0.000
Volatility 1M:   163.86%
Volatility 6M:   150.12%
Volatility 1Y:   128.41%
Volatility 3Y:   -