JP Morgan Put 105 R66 17.01.2025
/ DE000JL2CUM0
JP Morgan Put 105 R66 17.01.2025/ DE000JL2CUM0 /
| 01/07/2024 10:46:23 |
Chg.- |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PHILLIPS 66 D... |
105.00 - |
17/01/2025 |
Put |
Master data
| WKN: |
JL2CUM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PHILLIPS 66 DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
17/04/2023 |
| Last trading day: |
02/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.21 |
| Parity: |
-2.60 |
| Time value: |
0.45 |
| Break-even: |
100.50 |
| Moneyness: |
0.80 |
| Premium: |
0.23 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.10 |
| Spread %: |
28.57% |
| Delta: |
-0.18 |
| Theta: |
-0.03 |
| Omega: |
-5.16 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.56% |
| 3 Months |
|
|
-12.82% |
| YTD |
|
|
-59.52% |
| 1 Year |
|
|
-80.35% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.340 |
0.340 |
| 6M High / 6M Low: |
0.680 |
0.240 |
| High (YTD): |
18/01/2024 |
0.960 |
| Low (YTD): |
04/04/2024 |
0.240 |
| 52W High: |
05/10/2023 |
1.840 |
| 52W Low: |
04/04/2024 |
0.240 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.437 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.923 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
120.09% |
| Volatility 1Y: |
|
93.71% |
| Volatility 3Y: |
|
- |
