JP Morgan Put 125 CLX 16.08.2024
/ DE000JT1GGJ0
JP Morgan Put 125 CLX 16.08.2024/ DE000JT1GGJ0 /
7/26/2024 9:02:11 AM |
Chg.-0.010 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
-4.17% |
- Bid Size: - |
- Ask Size: - |
Clorox Co |
125.00 USD |
8/16/2024 |
Put |
Master data
WKN: |
JT1GGJ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Clorox Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
125.00 USD |
Maturity: |
8/16/2024 |
Issue date: |
6/4/2024 |
Last trading day: |
8/15/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-47.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.55 |
Historic volatility: |
0.22 |
Parity: |
-0.89 |
Time value: |
0.26 |
Break-even: |
112.55 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
4.01 |
Spread abs.: |
0.06 |
Spread %: |
30.00% |
Delta: |
-0.26 |
Theta: |
-0.12 |
Omega: |
-12.17 |
Rho: |
-0.02 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.05% |
1 Month |
|
|
+9.52% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.210 |
1M High / 1M Low: |
0.310 |
0.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.242 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.242 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
207.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |