JP Morgan Put 40 HAL 17.01.2025
/ DE000JL97100
JP Morgan Put 40 HAL 17.01.2025/ DE000JL97100 /
| 2024-07-30 8:28:52 AM |
Chg.+0.070 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+12.73% |
-
Bid Size: - |
-
Ask Size: - |
Halliburton Co |
40.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JL9710 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Halliburton Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
0.57 |
| Time value: |
0.06 |
| Break-even: |
30.67 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
3.28% |
| Delta: |
-0.70 |
| Theta: |
0.00 |
| Omega: |
-3.46 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.59% |
| 1 Month |
|
|
-1.59% |
| 3 Months |
|
|
+55.00% |
| YTD |
|
|
-6.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.550 |
| 1M High / 1M Low: |
0.690 |
0.440 |
| 6M High / 6M Low: |
0.740 |
0.330 |
| High (YTD): |
2024-01-18 |
0.820 |
| Low (YTD): |
2024-04-11 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.616 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.598 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.546 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.83% |
| Volatility 6M: |
|
110.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
