JP Morgan Put 145 CLX 20.09.2024
/ DE000JK5SCB1
JP Morgan Put 145 CLX 20.09.2024/ DE000JK5SCB1 /
| 2024-07-25 12:13:12 PM |
Chg.-0.05 |
Bid5:48:15 PM |
Ask5:48:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
-3.50% |
1.31
Bid Size: 50,000 |
1.33
Ask Size: 50,000 |
Clorox Co |
145.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK5SCB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Clorox Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
1.13 |
| Time value: |
0.22 |
| Break-even: |
120.32 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
5.04% |
| Delta: |
-0.70 |
| Theta: |
-0.04 |
| Omega: |
-6.38 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.21% |
| 1 Month |
|
|
+14.05% |
| 3 Months |
|
|
+46.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.12 |
| 1M High / 1M Low: |
1.45 |
1.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
