JP Morgan Put 57.5 HALO 17.01.2025
/ DE000JT99JM4
JP Morgan Put 57.5 HALO 17.01.202.../ DE000JT99JM4 /
| 2024-11-15 8:33:28 AM |
Chg.+0.360 |
Bid4:59:40 PM |
Ask4:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+92.31% |
1.050
Bid Size: 25,000 |
1.130
Ask Size: 25,000 |
Halozyme Therapeutic... |
57.50 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JT99JM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Halozyme Therapeutics Incorporated |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
57.50 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-09-04 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.35 |
| Parity: |
0.34 |
| Time value: |
0.40 |
| Break-even: |
47.20 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.14 |
| Spread %: |
23.81% |
| Delta: |
-0.53 |
| Theta: |
-0.04 |
| Omega: |
-3.67 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+114.29% |
| 1 Month |
|
|
+10.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.290 |
| 1M High / 1M Low: |
0.920 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.619 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
