JP Morgan Put 255 FOO 19.07.2024
/ DE000JT0SHJ5
JP Morgan Put 255 FOO 19.07.2024/ DE000JT0SHJ5 /
| 6/18/2024 11:22:51 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SALESFORCE INC. DL... |
255.00 - |
7/19/2024 |
Put |
Master data
| WKN: |
JT0SHJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SALESFORCE INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
255.00 - |
| Maturity: |
7/19/2024 |
| Issue date: |
5/23/2024 |
| Last trading day: |
6/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.31 |
| Parity: |
1.74 |
| Time value: |
0.59 |
| Break-even: |
231.70 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
1.46 |
| Spread abs.: |
0.02 |
| Spread %: |
0.87% |
| Delta: |
-0.68 |
| Theta: |
-0.55 |
| Omega: |
-6.90 |
| Rho: |
-0.05 |
Quote data
| Open: |
2.29 |
| High: |
2.29 |
| Low: |
2.29 |
| Previous Close: |
2.18 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+70.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.29 |
1.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
