JP Morgan Put 120 CLX 18.10.2024
/ DE000JK4KPM0
JP Morgan Put 120 CLX 18.10.2024/ DE000JK4KPM0 /
| 7/24/2024 11:57:49 AM |
Chg.- |
Bid11:12:47 AM |
Ask11:12:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
- |
0.310
Bid Size: 3,000 |
0.380
Ask Size: 3,000 |
Clorox Co |
120.00 USD |
10/18/2024 |
Put |
Master data
| WKN: |
JK4KPM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Clorox Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
3/25/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-34.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
-1.18 |
| Time value: |
0.35 |
| Break-even: |
107.22 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.06 |
| Spread %: |
22.58% |
| Delta: |
-0.24 |
| Theta: |
-0.04 |
| Omega: |
-8.50 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.13% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
+3.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.230 |
| 1M High / 1M Low: |
0.340 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.283 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
