JP Morgan Put 130 CLX 19.07.2024
/ DE000JB6YJQ1
JP Morgan Put 130 CLX 19.07.2024/ DE000JB6YJQ1 /
| 05/07/2024 16:01:58 |
Chg.0.000 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Clorox Co |
130.00 USD |
19/07/2024 |
Put |
Master data
| WKN: |
JB6YJQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Clorox Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
20/11/2023 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-72.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
-0.30 |
| Time value: |
0.17 |
| Break-even: |
118.23 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
1.85 |
| Spread abs.: |
0.06 |
| Spread %: |
54.55% |
| Delta: |
-0.33 |
| Theta: |
-0.10 |
| Omega: |
-23.71 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.140 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+64.71% |
| 1 Month |
|
|
-56.25% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
-81.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.076 |
| 1M High / 1M Low: |
0.330 |
0.076 |
| 6M High / 6M Low: |
0.770 |
0.076 |
| High (YTD): |
09/01/2024 |
0.770 |
| Low (YTD): |
01/07/2024 |
0.076 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.123 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.332 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
501.70% |
| Volatility 6M: |
|
274.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
