JP Morgan Put 155 CLX 20.12.2024
/ DE000JT7DMZ8
JP Morgan Put 155 CLX 20.12.2024/ DE000JT7DMZ8 /
| 2024-11-07 9:09:51 AM |
Chg.-0.020 |
Bid9:40:38 AM |
Ask9:40:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-7.14% |
0.260
Bid Size: 3,000 |
0.330
Ask Size: 3,000 |
Clorox Co |
155.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JT7DMZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Clorox Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-44.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
-0.72 |
| Time value: |
0.34 |
| Break-even: |
141.03 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.07 |
| Spread %: |
25.93% |
| Delta: |
-0.30 |
| Theta: |
-0.06 |
| Omega: |
-13.37 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.91% |
| 1 Month |
|
|
-58.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.280 |
| 1M High / 1M Low: |
0.720 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.571 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
