JP Morgan Put 120 CLX 19.07.2024
/ DE000JB6YJN8
JP Morgan Put 120 CLX 19.07.2024/ DE000JB6YJN8 /
| 6/20/2024 10:54:01 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.018EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Clorox Co |
120.00 - |
7/19/2024 |
Put |
Master data
| WKN: |
JB6YJN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Clorox Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
7/19/2024 |
| Issue date: |
11/20/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-102.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
-0.29 |
| Time value: |
0.12 |
| Break-even: |
118.80 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
1.51 |
| Spread abs.: |
0.10 |
| Spread %: |
566.67% |
| Delta: |
-0.30 |
| Theta: |
-0.08 |
| Omega: |
-30.62 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.018 |
| High: |
0.018 |
| Low: |
0.018 |
| Previous Close: |
0.021 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-78.82% |
| 3 Months |
|
|
-90.00% |
| YTD |
|
|
-96.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.085 |
0.018 |
| 6M High / 6M Low: |
0.500 |
0.018 |
| High (YTD): |
1/9/2024 |
0.500 |
| Low (YTD): |
6/20/2024 |
0.018 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.055 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.175 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.08% |
| Volatility 6M: |
|
257.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
