JP Morgan Put 115 CLX 20.09.2024
/ DE000JK7PFZ5
JP Morgan Put 115 CLX 20.09.2024/ DE000JK7PFZ5 /
02/09/2024 09:50:15 |
Chg.+0.030 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.033EUR |
+1000.00% |
- Bid Size: - |
- Ask Size: - |
Clorox Co |
115.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
JK7PFZ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Clorox Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
115.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
05/04/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-113.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.09 |
Historic volatility: |
0.21 |
Parity: |
-3.92 |
Time value: |
0.13 |
Break-even: |
102.85 |
Moneyness: |
0.73 |
Premium: |
0.28 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.10 |
Spread %: |
300.00% |
Delta: |
-0.07 |
Theta: |
-0.13 |
Omega: |
-8.36 |
Rho: |
-0.01 |
Quote data
Open: |
0.033 |
High: |
0.033 |
Low: |
0.033 |
Previous Close: |
0.003 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+230.00% |
1 Month |
|
|
-36.54% |
3 Months |
|
|
-88.21% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.010 |
0.003 |
1M High / 1M Low: |
0.054 |
0.003 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.006 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.021 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
593.20% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |