JP Morgan Put 26 FL/ DE000JV0UF76 /
| 2024-11-14 4:07:55 PM | Chg.- | Bid10:00:32 PM | Ask10:00:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.180EUR | - | - Bid Size: - |
- Ask Size: - |
Foot Locker Inc | 26.00 USD | 2024-11-15 | Put |
Master data
| WKN: | JV0UF7 |
|---|---|
| Issuer: | J.P. Morgan Securities Ltd. |
| Currency: | EUR |
| Underlying: | Foot Locker Inc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 26.00 USD |
| Maturity: | 2024-11-15 |
| Issue date: | 2024-09-17 |
| Last trading day: | 2024-11-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -12.80 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.16 |
|---|---|
| Intrinsic value: | 0.16 |
| Implied volatility: | 1.51 |
| Historic volatility: | 0.58 |
| Parity: | 0.16 |
| Time value: | 0.02 |
| Break-even: | 22.81 |
| Moneyness: | 1.07 |
| Premium: | 0.01 |
| Premium p.a.: | 25.76 |
| Spread abs.: | 0.02 |
| Spread %: | 11.76% |
| Delta: | -0.79 |
| Theta: | -0.26 |
| Omega: | -10.10 |
| Rho: | 0.00 |
Quote data
| Open: | 0.160 |
|---|---|
| High: | 0.180 |
| Low: | 0.160 |
| Previous Close: | 0.120 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +28.57% | ||
|---|---|---|---|
| 1 Month | -30.77% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.180 | 0.120 |
|---|---|---|
| 1M High / 1M Low: | 0.300 | 0.120 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.140 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.210 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 300.55% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
