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JP Morgan Put 38 HAL 17.01.2025/  DE000JL81XS7  /

EUWAX
2024-07-31  10:12:57 AM Chg.-0.040 Bid12:14:51 PM Ask12:14:51 PM Underlying Strike price Expiration date Option type
0.430EUR -8.51% 0.420
Bid Size: 15,000		 0.440
Ask Size: 15,000		 Halliburton Co 38.00 USD 2025-01-17 Put
 

Master data

WKN: JL81XS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Halliburton Co
Type: Warrant
Option type: Put
Strike price: 38.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.46
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.34
Implied volatility: 0.29
Historic volatility: 0.23
Parity: 0.34
Time value: 0.08
Break-even: 30.88
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 4.55%
Delta: -0.63
Theta: 0.00
Omega: -4.71
Rho: -0.11
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.24%
1 Month
  -12.24%
3 Months  
+38.71%
YTD
  -21.82%
1 Year
  -27.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.430
1M High / 1M Low: 0.530 0.320
6M High / 6M Low: 0.620 0.260
High (YTD): 2024-01-17 0.690
Low (YTD): 2024-04-12 0.260
52W High: 2024-01-17 0.690
52W Low: 2024-04-12 0.260
Avg. price 1W:   0.470
Avg. volume 1W:   0.000
Avg. price 1M:   0.465
Avg. volume 1M:   0.000
Avg. price 6M:   0.433
Avg. volume 6M:   0.000
Avg. price 1Y:   0.493
Avg. volume 1Y:   0.000
Volatility 1M:   180.43%
Volatility 6M:   125.40%
Volatility 1Y:   100.77%
Volatility 3Y:   -