JP Morgan Put 26 BAC 17.01.2025
/ DE000JL1Z9P1
JP Morgan Put 26 BAC 17.01.2025/ DE000JL1Z9P1 /
2024-07-03 11:24:50 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.010EUR |
- |
- Bid Size: - |
- Ask Size: - |
VERIZON COMM. INC. D... |
26.00 - |
2025-01-17 |
Put |
Master data
WKN: |
JL1Z9P |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
VERIZON COMM. INC. DL-,10 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
26.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-17 |
Last trading day: |
2024-07-04 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-184.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.20 |
Parity: |
-1.09 |
Time value: |
0.02 |
Break-even: |
25.80 |
Moneyness: |
0.70 |
Premium: |
0.30 |
Premium p.a.: |
0.75 |
Spread abs.: |
0.01 |
Spread %: |
100.00% |
Delta: |
-0.05 |
Theta: |
0.00 |
Omega: |
-9.09 |
Rho: |
-0.01 |
Quote data
Open: |
0.010 |
High: |
0.010 |
Low: |
0.010 |
Previous Close: |
0.010 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-44.44% |
YTD |
|
|
-85.71% |
1 Year |
|
|
-93.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.010 |
0.010 |
6M High / 6M Low: |
0.045 |
0.010 |
High (YTD): |
2024-01-11 |
0.064 |
Low (YTD): |
2024-07-03 |
0.010 |
52W High: |
2023-10-18 |
0.210 |
52W Low: |
2024-07-03 |
0.010 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.010 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.022 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.077 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
- |
Volatility 6M: |
|
131.92% |
Volatility 1Y: |
|
120.12% |
Volatility 3Y: |
|
- |