JP Morgan Put 115 SWKS 17.01.2025
/ DE000JL7XK96
JP Morgan Put 115 SWKS 17.01.2025/ DE000JL7XK96 /
10/9/2024 11:12:04 AM |
Chg.-0.03 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.89EUR |
-1.56% |
- Bid Size: - |
- Ask Size: - |
Skyworks Solutions I... |
115.00 USD |
1/17/2025 |
Put |
Master data
WKN: |
JL7XK9 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Skyworks Solutions Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
115.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
7/14/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.75 |
Intrinsic value: |
1.72 |
Implied volatility: |
0.31 |
Historic volatility: |
0.32 |
Parity: |
1.72 |
Time value: |
0.02 |
Break-even: |
87.38 |
Moneyness: |
1.20 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.04 |
Spread %: |
2.14% |
Delta: |
-0.83 |
Theta: |
-0.01 |
Omega: |
-4.20 |
Rho: |
-0.25 |
Quote data
Open: |
1.89 |
High: |
1.89 |
Low: |
1.89 |
Previous Close: |
1.92 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.56% |
1 Month |
|
|
+13.17% |
3 Months |
|
|
+43.18% |
YTD |
|
|
+37.96% |
1 Year |
|
|
-19.57% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.92 |
1.80 |
1M High / 1M Low: |
1.92 |
1.44 |
6M High / 6M Low: |
2.41 |
0.85 |
High (YTD): |
5/30/2024 |
2.41 |
Low (YTD): |
7/17/2024 |
0.85 |
52W High: |
10/31/2023 |
3.08 |
52W Low: |
7/17/2024 |
0.85 |
Avg. price 1W: |
|
1.87 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.70 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.63 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.80 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
114.38% |
Volatility 6M: |
|
179.70% |
Volatility 1Y: |
|
138.85% |
Volatility 3Y: |
|
- |