JP Morgan Put 240 ECL 17.01.2025
/ DE000JT0F0A0
JP Morgan Put 240 ECL 17.01.2025/ DE000JT0F0A0 /
| 2024-07-08 10:58:13 AM |
Chg.- |
Bid10:46:41 AM |
Ask10:46:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
- |
1.37
Bid Size: 2,000 |
1.52
Ask Size: 2,000 |
Ecolab Inc |
240.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JT0F0A |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ecolab Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-06-07 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
-0.27 |
| Time value: |
1.42 |
| Break-even: |
207.37 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.14 |
| Spread %: |
10.79% |
| Delta: |
-0.40 |
| Theta: |
-0.03 |
| Omega: |
-6.29 |
| Rho: |
-0.55 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-9.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.45 |
| 1M High / 1M Low: |
1.74 |
1.37 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
