JP Morgan Put 140 CLX 20.09.2024
/ DE000JK5SCA3
JP Morgan Put 140 CLX 20.09.2024/ DE000JK5SCA3 /
16/08/2024 12:30:58 |
Chg.-0.060 |
Bid13:36:35 |
Ask13:36:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
-26.09% |
0.170 Bid Size: 3,000 |
0.220 Ask Size: 3,000 |
Clorox Co |
140.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
JK5SCA |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Clorox Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
06/03/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-63.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.21 |
Parity: |
-0.54 |
Time value: |
0.21 |
Break-even: |
125.50 |
Moneyness: |
0.96 |
Premium: |
0.06 |
Premium p.a.: |
0.77 |
Spread abs.: |
0.05 |
Spread %: |
35.29% |
Delta: |
-0.28 |
Theta: |
-0.05 |
Omega: |
-18.04 |
Rho: |
-0.04 |
Quote data
Open: |
0.170 |
High: |
0.170 |
Low: |
0.170 |
Previous Close: |
0.230 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-50.00% |
1 Month |
|
|
-81.11% |
3 Months |
|
|
-80.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.230 |
1M High / 1M Low: |
1.140 |
0.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.330 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.741 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
226.29% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |