JP Morgan Put 260 33L 20.12.2024
/ DE000JT1K3N9
JP Morgan Put 260 33L 20.12.2024/ DE000JT1K3N9 /
20/06/2024 11:24:17 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.093EUR |
- |
- Bid Size: - |
- Ask Size: - |
LULULEMON ATHLETICA ... |
260.00 - |
20/12/2024 |
Put |
Master data
WKN: |
JT1K3N |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
LULULEMON ATHLETICA INC. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
260.00 - |
Maturity: |
20/12/2024 |
Issue date: |
23/05/2024 |
Last trading day: |
20/06/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-24.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.29 |
Parity: |
-0.07 |
Time value: |
0.11 |
Break-even: |
249.00 |
Moneyness: |
0.97 |
Premium: |
0.07 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.02 |
Spread %: |
18.28% |
Delta: |
-0.36 |
Theta: |
-0.04 |
Omega: |
-8.80 |
Rho: |
-0.47 |
Quote data
Open: |
0.093 |
High: |
0.093 |
Low: |
0.093 |
Previous Close: |
0.096 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-6.06% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.110 |
0.093 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.101 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |