JP Morgan Put 220 ECL 20.12.2024
/ DE000JK3LJM3
JP Morgan Put 220 ECL 20.12.2024/ DE000JK3LJM3 /
| 2024-08-02 10:30:57 AM |
Chg.-0.170 |
Bid5:03:29 PM |
Ask5:03:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-19.54% |
0.850
Bid Size: 20,000 |
0.890
Ask Size: 20,000 |
Ecolab Inc |
220.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JK3LJM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ecolab Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
-1.88 |
| Time value: |
0.82 |
| Break-even: |
195.76 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.15 |
| Spread %: |
22.39% |
| Delta: |
-0.27 |
| Theta: |
-0.05 |
| Omega: |
-7.36 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
-23.08% |
| 3 Months |
|
|
-49.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.550 |
| 1M High / 1M Low: |
0.910 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.678 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
