JP Morgan Put 20 GEN 17.01.2025
/ DE000JL7KC18
JP Morgan Put 20 GEN 17.01.2025/ DE000JL7KC18 /
31/07/2024 11:13:06 |
Chg.- |
Bid10:02:18 |
Ask10:02:18 |
Underlying |
Strike price |
Expiration date |
Option type |
0.074EUR |
- |
0.075 Bid Size: 7,500 |
0.095 Ask Size: 7,500 |
Gen Digital Inc |
20.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
JL7KC1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Gen Digital Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
28/07/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-27.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.29 |
Parity: |
-0.55 |
Time value: |
0.09 |
Break-even: |
17.59 |
Moneyness: |
0.77 |
Premium: |
0.27 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.02 |
Spread %: |
26.32% |
Delta: |
-0.17 |
Theta: |
-0.01 |
Omega: |
-4.51 |
Rho: |
-0.02 |
Quote data
Open: |
0.074 |
High: |
0.074 |
Low: |
0.074 |
Previous Close: |
0.074 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.90% |
1 Month |
|
|
-18.68% |
3 Months |
|
|
-70.40% |
YTD |
|
|
-64.76% |
1 Year |
|
|
-78.86% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.084 |
0.074 |
1M High / 1M Low: |
0.110 |
0.074 |
6M High / 6M Low: |
0.280 |
0.074 |
High (YTD): |
07/05/2024 |
0.280 |
Low (YTD): |
31/07/2024 |
0.074 |
52W High: |
27/10/2023 |
0.490 |
52W Low: |
31/07/2024 |
0.074 |
Avg. price 1W: |
|
0.077 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.087 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.177 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.247 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
130.43% |
Volatility 6M: |
|
136.92% |
Volatility 1Y: |
|
106.45% |
Volatility 3Y: |
|
- |